-23.8%
PFE vs TFC
+1.3%
-25.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | +0.3% | +10.8% | -10.5% | -1.3% |
| 3M | +9.4% | -3.8% | +13.1% | +9.9% |
| 6M | +14.9% | +9.6% | +5.3% | +13.0% |
| YTD | +23.8% | +5.8% | +18.0% | +22.2% |
| 1Y | +19.5% | +16.2% | +3.4% | +16.2% |
| 3Y | +21.0% | +96.0% | -74.9% | +9.0% |
| All | -23.8% | +1.3% | -25.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling