+18.9%
PFE vs TER
+46.6%
-27.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -2.1% | +24.0% | -26.1% | -1.4% |
| 30D | +3.1% | -30.6% | +33.8% | +1.9% |
| 3M | +11.2% | -34.5% | +45.7% | +9.9% |
| 6M | +15.0% | -26.4% | +41.4% | +13.2% |
| YTD | +23.5% | +36.4% | -12.9% | +16.8% |
| 1Y | +18.9% | +47.4% | -28.5% | +11.0% |
| All | +18.9% | +46.6% | -27.7% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling