+3,391.6%
PFE vs TER
+8,630.0%
-5,238.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | -3.7% | -20.5% | +16.8% | -1.8% |
| 30D | +5.0% | -47.0% | +52.0% | +11.0% |
| 3M | +12.2% | -43.3% | +55.5% | +17.3% |
| 6M | +14.6% | -42.9% | +57.5% | +18.2% |
| YTD | +24.1% | +12.9% | +11.3% | +18.1% |
| 1Y | +26.6% | +18.2% | +8.4% | +19.7% |
| 3Y | +14.3% | +151.8% | -137.5% | -2.7% |
| 5Y | -21.9% | +54.2% | -76.1% | -31.4% |
| 10Y | +62.6% | +908.2% | -845.6% | +13.8% |
| All | +3,391.6% | +8,630.0% | -5,238.3% | +1,443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling