+60.6%
PFE vs TMF
-84.4%
+145.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.7% | +1.2% | -4.9% | -3.7% |
| 30D | +5.0% | +19.7% | -14.8% | +5.4% |
| 3M | +12.2% | -2.1% | +14.3% | +12.1% |
| 6M | +14.6% | -13.4% | +28.0% | +14.2% |
| YTD | +24.1% | -16.7% | +40.9% | +23.6% |
| 1Y | +26.6% | -23.3% | +49.9% | +25.7% |
| 3Y | +14.3% | -24.8% | +39.1% | +14.4% |
| 5Y | -21.9% | -88.0% | +66.1% | -32.3% |
| All | +60.6% | -84.4% | +145.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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