+21.1%
PFE vs TFC
+13.2%
+7.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | +3.8% | -2.5% | +6.3% | +4.2% |
| 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% | +14.6% |
| 1Y | +21.1% | +14.6% | +6.6% | +15.1% |
| All | +21.1% | +13.2% | +7.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling