+3,449.8%
PFE vs TER
+8,410.9%
-4,961.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.2% | +12.3% | -1.5% |
| 7D | -0.2% | -28.2% | +28.0% | +2.7% |
| 30D | +8.7% | -50.6% | +59.2% | +15.7% |
| 3M | +15.8% | -45.3% | +61.1% | +21.5% |
| 6M | +16.8% | -40.4% | +57.2% | +20.0% |
| YTD | +26.2% | +10.0% | +16.2% | +20.4% |
| 1Y | +29.9% | +13.6% | +16.3% | +23.3% |
| 3Y | +15.9% | +145.2% | -129.3% | -1.1% |
| 5Y | -20.6% | +50.4% | -71.0% | -30.0% |
| 10Y | +65.4% | +882.9% | -817.6% | +16.0% |
| All | +3,449.8% | +8,410.9% | -4,961.1% | +1,473.0% |
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 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