+371.7%
PFE vs TMF
-69.1%
+440.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -2.9% |
| 7D | -0.2% | +2.7% | -2.9% | -0.1% |
| 30D | +8.7% | +19.3% | -10.7% | +9.9% |
| 3M | +15.8% | -3.7% | +19.4% | +15.5% |
| 6M | +16.8% | -11.3% | +28.2% | +16.0% |
| YTD | +26.2% | -16.6% | +42.8% | +24.8% |
| 1Y | +29.9% | -21.1% | +51.0% | +28.0% |
| 3Y | +15.9% | -26.8% | +42.7% | +14.9% |
| 5Y | -20.6% | -88.0% | +67.4% | -33.1% |
| 10Y | +65.4% | -84.7% | +150.1% | +51.1% |
| All | +371.7% | -69.1% | +440.9% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling