-20.7%
PFE vs TT
+140.2%
-160.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +12.7% | -3.2% | +15.9% | +12.8% |
| 6M | +10.5% | +1.1% | +9.4% | +9.5% |
| YTD | +20.2% | +15.6% | +4.5% | +15.8% |
| 1Y | +24.1% | +9.2% | +14.9% | +20.8% |
| 3Y | -3.6% | +124.4% | -127.9% | -21.8% |
| All | -20.7% | +140.2% | -160.9% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling