+23.4%
PFE vs TER
+207.3%
-183.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | +0.2% |
| 7D | -3.0% | +5.9% | -8.8% | -3.0% |
| 30D | +5.2% | -30.8% | +36.0% | +5.6% |
| 3M | +12.2% | -29.9% | +42.2% | +12.5% |
| 6M | +17.8% | -27.5% | +45.2% | +17.2% |
| YTD | +26.2% | +37.5% | -11.3% | +20.3% |
| 1Y | +23.2% | +50.3% | -27.1% | +16.7% |
| All | +23.4% | +207.3% | -183.9% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling