+3.6%
PFE vs TE
-48.3%
+51.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -2.5% |
| 7D | -2.7% | +18.2% | -20.9% | -2.9% |
| 30D | +3.8% | -13.5% | +17.4% | +4.0% |
| 3M | +10.4% | -44.6% | +54.9% | +11.1% |
| 6M | +6.3% | -24.7% | +31.0% | +6.0% |
| YTD | +17.4% | -24.3% | +41.6% | +16.6% |
| 1Y | +21.1% | +155.6% | -134.4% | +15.8% |
| 3Y | -1.6% | -18.3% | +16.7% | -6.3% |
| 5Y | -22.2% | -41.3% | +19.1% | -26.3% |
| All | +3.6% | -48.3% | +51.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling