-20.7%
PFE vs TMF
-87.5%
+66.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +10.2% | -2.8% | +13.1% | +10.4% |
| 3M | +12.7% | -10.9% | +23.6% | +13.4% |
| 6M | +10.5% | -21.3% | +31.9% | +12.1% |
| YTD | +20.2% | -15.9% | +36.0% | +21.3% |
| 1Y | +24.1% | -15.7% | +39.8% | +25.2% |
| 3Y | -3.6% | -43.4% | +39.8% | -1.5% |
| All | -20.7% | -87.5% | +66.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling