+35.8%
PFE vs TT
+887.4%
-851.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | -7.2% | +17.4% | +12.0% |
| 3M | +12.7% | -3.0% | +15.7% | +12.9% |
| 6M | +10.5% | +1.4% | +9.2% | +9.3% |
| YTD | +20.2% | +15.9% | +4.3% | +14.6% |
| 1Y | +24.1% | +9.4% | +14.6% | +19.9% |
| 3Y | -3.6% | +124.4% | -127.9% | -24.8% |
| 5Y | -20.9% | +138.0% | -158.9% | -40.6% |
| All | +35.8% | +887.4% | -851.5% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling