-2.5%
PFE vs TER
+234.6%
-237.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.4% |
| 7D | +1.8% | +0.6% | +1.1% | +1.7% |
| 30D | +10.2% | -8.3% | +18.5% | +10.4% |
| 3M | +12.7% | -12.2% | +24.9% | +12.5% |
| 6M | +10.5% | +17.1% | -6.5% | +8.2% |
| YTD | +20.2% | +84.7% | -64.5% | +13.8% |
| 1Y | +24.1% | +199.9% | -175.9% | +13.1% |
| All | -2.5% | +234.6% | -237.1% | -13.2% |
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 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