+3,391.6%
PFE vs TFC
+2,478.0%
+913.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +5.0% | +8.3% | -3.4% | +3.0% |
| 3M | +12.2% | -5.2% | +17.3% | +13.4% |
| 6M | +14.6% | -0.8% | +15.4% | +14.4% |
| YTD | +24.1% | +3.4% | +20.7% | +22.4% |
| 1Y | +26.6% | +17.0% | +9.6% | +21.2% |
| 3Y | +14.3% | +86.2% | -71.9% | -3.4% |
| 5Y | -21.9% | -2.3% | -19.6% | -25.4% |
| 10Y | +62.6% | +93.9% | -31.3% | +23.1% |
| All | +3,391.6% | +2,478.0% | +913.7% | +1,686.5% |
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