+17.2%
PFE vs TEM
+60.7%
-43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.7% | +3.2% | -5.9% | -2.8% |
| 30D | +3.8% | +23.5% | -19.7% | +2.6% |
| 3M | +10.4% | +32.3% | -21.9% | +8.5% |
| 6M | +6.3% | +23.0% | -16.8% | +4.5% |
| YTD | +17.4% | +8.9% | +8.5% | +15.9% |
| 1Y | +21.1% | -19.9% | +41.0% | +21.0% |
| All | +17.2% | +60.7% | -43.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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