+50.7%
PFE vs TT
+748.9%
-698.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | -3.0% | +3.5% | -6.5% | -3.7% |
| 30D | +5.2% | -11.0% | +16.2% | +7.7% |
| 3M | +12.2% | -12.0% | +24.3% | +15.0% |
| 6M | +17.8% | -10.4% | +28.2% | +19.7% |
| YTD | +26.2% | +9.9% | +16.3% | +21.5% |
| 1Y | +23.2% | +1.5% | +21.7% | +20.9% |
| 3Y | +21.3% | +93.7% | -72.4% | -1.4% |
| 5Y | -23.1% | +139.2% | -162.3% | -42.4% |
| 10Y | +50.7% | +741.5% | -690.8% | -18.7% |
| All | +50.7% | +748.9% | -698.2% | -18.7% |
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