+349.2%
PFE vs TMF
-68.9%
+418.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +12.7% | -10.9% | +23.6% | +11.9% |
| 6M | +10.5% | -21.3% | +31.9% | +8.8% |
| YTD | +20.2% | -15.9% | +36.0% | +18.9% |
| 1Y | +24.1% | -15.7% | +39.8% | +22.9% |
| 3Y | -3.6% | -43.4% | +39.8% | -6.4% |
| 5Y | -20.9% | -87.8% | +66.9% | -33.1% |
| 10Y | +35.8% | -86.7% | +122.6% | +22.1% |
| All | +349.2% | -68.9% | +418.0% | +396.2% |
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