+60.6%
PFE vs TER
+897.7%
-837.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -3.7% | -20.5% | +16.8% | -2.2% |
| 30D | +5.0% | -47.0% | +52.0% | +9.8% |
| 3M | +12.2% | -43.3% | +55.5% | +16.2% |
| 6M | +14.6% | -42.9% | +57.5% | +17.2% |
| YTD | +24.1% | +12.9% | +11.3% | +16.5% |
| 1Y | +26.6% | +18.2% | +8.4% | +18.0% |
| 3Y | +14.3% | +151.8% | -137.5% | -6.1% |
| 5Y | -21.9% | +54.2% | -76.1% | -33.5% |
| All | +60.6% | +897.7% | -837.1% | +9.2% |
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