+24.1%
PFE vs TT
+10.3%
+13.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | -7.4% | +17.6% | +10.8% |
| 3M | +12.7% | -3.2% | +15.9% | +12.2% |
| 6M | +10.5% | +1.1% | +9.4% | +9.2% |
| YTD | +20.2% | +15.6% | +4.5% | +15.2% |
| 1Y | +24.1% | +9.2% | +14.9% | +18.3% |
| All | +24.1% | +10.3% | +13.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling