+46.2%
PFE vs TER
+993.6%
-947.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | -8.9% | +8.2% | -0.2% |
| 30D | +5.3% | -39.1% | +44.4% | +9.0% |
| 3M | +10.1% | -32.8% | +42.9% | +12.6% |
| 6M | +18.0% | -31.7% | +49.8% | +18.9% |
| YTD | +25.8% | +26.9% | -1.1% | +17.0% |
| 1Y | +28.4% | +33.6% | -5.1% | +18.6% |
| 3Y | +20.9% | +181.5% | -160.6% | -1.5% |
| 5Y | -21.5% | +76.1% | -97.6% | -33.9% |
| 10Y | +46.2% | +1,006.2% | -960.0% | -1.8% |
| All | +46.2% | +993.6% | -947.4% | -1.8% |
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