+50.7%
PFE vs TER
+1,093.5%
-1,042.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -0.3% |
| 7D | -3.0% | +5.9% | -8.8% | -3.5% |
| 30D | +5.2% | -30.8% | +36.0% | +7.8% |
| 3M | +12.2% | -29.9% | +42.2% | +14.4% |
| 6M | +17.8% | -27.5% | +45.2% | +18.1% |
| YTD | +26.2% | +37.5% | -11.3% | +16.6% |
| 1Y | +23.2% | +50.3% | -27.1% | +12.5% |
| 3Y | +21.3% | +204.9% | -183.6% | -1.8% |
| 5Y | -23.1% | +89.2% | -112.3% | -35.6% |
| 10Y | +50.7% | +1,077.0% | -1,026.2% | -1.0% |
| All | +50.7% | +1,093.5% | -1,042.8% | -1.0% |
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