+49.6%
PFE vs TMF
-83.0%
+132.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +0.6% | -5.3% | -4.7% |
| 30D | +3.4% | +16.3% | -13.0% | +3.7% |
| 3M | +9.2% | -2.7% | +11.9% | +9.2% |
| 6M | +15.8% | -13.2% | +29.0% | +15.5% |
| YTD | +23.4% | -16.7% | +40.1% | +23.0% |
| 1Y | +25.8% | -22.7% | +48.5% | +25.1% |
| 3Y | +17.8% | -26.1% | +43.9% | +17.8% |
| 5Y | -20.2% | -88.4% | +68.2% | -30.3% |
| 10Y | +49.6% | -81.8% | +131.4% | +38.0% |
| All | +49.6% | -83.0% | +132.6% | +38.0% |
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