+24.0%
PFE vs TEM
+90.1%
-66.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.6% | -2.0% |
| 7D | -3.7% | +5.3% | -9.0% | -3.9% |
| 30D | +5.0% | +8.1% | -3.1% | +4.5% |
| 3M | +12.2% | +64.9% | -52.7% | +9.1% |
| 6M | +14.6% | +42.1% | -27.6% | +11.8% |
| YTD | +24.1% | +28.8% | -4.7% | +21.2% |
| 1Y | +26.6% | +5.5% | +21.1% | +24.7% |
| All | +24.0% | +90.1% | -66.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling