+3,280.0%
PFE vs TFC
+2,596.5%
+683.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.8% | +2.4% | -0.7% | +1.2% |
| 30D | +10.2% | -1.3% | +11.5% | +10.5% |
| 3M | +12.7% | +6.1% | +6.6% | +10.9% |
| 6M | +10.5% | +7.3% | +3.2% | +8.3% |
| YTD | +20.2% | +8.2% | +12.0% | +17.3% |
| 1Y | +24.1% | +14.4% | +9.6% | +19.4% |
| 3Y | -3.6% | +93.7% | -97.3% | -19.4% |
| 5Y | -20.9% | +16.4% | -37.3% | -27.6% |
| 10Y | +35.8% | +101.6% | -65.7% | +1.9% |
| All | +3,280.0% | +2,596.5% | +683.5% | +1,612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling