+32.9%
PFE vs TFC
+100.2%
-67.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +3.8% | -2.5% | +6.3% | +4.3% |
| 3M | +10.4% | +4.5% | +5.8% | +9.2% |
| 6M | +6.3% | +11.0% | -4.7% | +3.7% |
| YTD | +17.4% | +5.9% | +11.5% | +15.5% |
| 1Y | +21.1% | +14.6% | +6.6% | +17.1% |
| 3Y | -1.6% | +96.7% | -98.3% | -15.9% |
| 5Y | -22.2% | +15.6% | -37.7% | -27.5% |
| 10Y | +32.9% | +98.6% | -65.7% | -8.6% |
| All | +32.9% | +100.2% | -67.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling