-2.5%
PFE vs TT
+125.0%
-127.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | +10.2% | -7.2% | +17.4% | +11.0% |
| 3M | +12.7% | -3.0% | +15.7% | +12.6% |
| 6M | +10.5% | +1.4% | +9.2% | +9.7% |
| YTD | +20.2% | +15.9% | +4.3% | +17.2% |
| 1Y | +24.1% | +9.4% | +14.6% | +21.8% |
| All | -2.5% | +125.0% | -127.4% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling