+20.3%
PFE vs TE
+145.5%
-125.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | -0.1% |
| 7D | -4.3% | +15.0% | -19.3% | -4.0% |
| 30D | +2.7% | -7.5% | +10.2% | +2.6% |
| 3M | +10.0% | -42.0% | +51.9% | +9.4% |
| 6M | +7.2% | -31.4% | +38.6% | +7.2% |
| YTD | +17.3% | -26.5% | +43.8% | +17.6% |
| 1Y | +20.3% | +153.1% | -132.8% | +26.3% |
| All | +20.3% | +145.5% | -125.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling