+16.2%
PFE vs TMF
-25.2%
+41.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.0% |
| 7D | -0.2% | +2.7% | -2.9% | -0.5% |
| 30D | +8.7% | +19.3% | -10.7% | +6.7% |
| 3M | +15.8% | -3.7% | +19.4% | +16.0% |
| 6M | +16.8% | -11.3% | +28.2% | +17.9% |
| YTD | +26.2% | -16.6% | +42.8% | +28.0% |
| 1Y | +29.9% | -21.1% | +51.0% | +32.4% |
| All | +16.2% | -25.2% | +41.4% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling