+35.8%
PFE vs TMF
-86.8%
+122.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.7% |
| 30D | +10.2% | -2.8% | +13.1% | +10.1% |
| 3M | +12.7% | -10.9% | +23.6% | +12.4% |
| 6M | +10.5% | -21.3% | +31.9% | +9.9% |
| YTD | +20.2% | -15.9% | +36.0% | +19.7% |
| 1Y | +24.1% | -15.7% | +39.8% | +23.6% |
| 3Y | -3.6% | -43.4% | +39.8% | -5.0% |
| 5Y | -20.9% | -87.8% | +66.9% | -30.8% |
| All | +35.8% | -86.8% | +122.6% | +23.7% |
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