-2.5%
PFE vs TMF
-42.2%
+39.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | -1.4% | +3.2% | +1.9% |
| 30D | +10.2% | -2.8% | +13.1% | +10.5% |
| 3M | +12.7% | -10.9% | +23.6% | +13.6% |
| 6M | +10.5% | -21.3% | +31.9% | +12.5% |
| YTD | +20.2% | -15.9% | +36.0% | +21.6% |
| 1Y | +24.1% | -15.7% | +39.8% | +25.4% |
| All | -2.5% | -42.2% | +39.7% | -1.5% |
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