+6.1%
PFE vs TE
-53.0%
+59.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.3% |
| 7D | +1.8% | -4.0% | +5.7% | +1.8% |
| 30D | +10.2% | -15.9% | +26.1% | +10.5% |
| 3M | +12.7% | -60.5% | +73.2% | +14.1% |
| 6M | +10.5% | -35.2% | +45.8% | +10.5% |
| YTD | +20.2% | -31.1% | +51.3% | +19.6% |
| 1Y | +24.1% | +148.6% | -124.6% | +18.5% |
| 3Y | -3.6% | -26.4% | +22.8% | -8.1% |
| 5Y | -20.9% | -48.0% | +27.2% | -24.9% |
| All | +6.1% | -53.0% | +59.0% | +8.2% |
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