+35.6%
PFE vs TER
+1,677.3%
-1,641.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.7% |
| 7D | +1.8% | +0.6% | +1.1% | +1.7% |
| 30D | +10.2% | -8.3% | +18.5% | +10.8% |
| 3M | +12.7% | -12.2% | +24.9% | +12.5% |
| 6M | +10.5% | +17.1% | -6.5% | +6.2% |
| YTD | +20.2% | +84.7% | -64.5% | +9.2% |
| 1Y | +24.1% | +199.9% | -175.9% | +5.9% |
| 3Y | -3.6% | +232.8% | -236.3% | -21.2% |
| 5Y | -20.9% | +198.6% | -219.4% | -36.6% |
| All | +35.6% | +1,677.3% | -1,641.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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