+9.6%
PFE vs TE
-75.9%
+85.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.7% |
| 7D | -3.7% | -12.6% | +8.9% | -3.6% |
| 30D | +5.0% | -36.7% | +41.7% | +5.5% |
| 3M | +12.2% | -57.5% | +69.7% | +13.3% |
| 6M | +14.6% | -55.2% | +69.8% | +15.0% |
| YTD | +24.1% | -64.7% | +88.8% | +24.5% |
| 1Y | +26.6% | -35.9% | +62.4% | +24.8% |
| 3Y | +14.3% | -31.8% | +46.1% | +8.9% |
| 5Y | -21.9% | -79.4% | +57.5% | -24.6% |
| All | +9.6% | -75.9% | +85.4% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling