+3,449.8%
PFE vs TT
+14,127.6%
-10,677.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.9% |
| 7D | -0.2% | -9.0% | +8.7% | +1.9% |
| 30D | +8.7% | -17.6% | +26.3% | +13.4% |
| 3M | +15.8% | -18.7% | +34.4% | +21.0% |
| 6M | +16.8% | -17.4% | +34.3% | +21.1% |
| YTD | +26.2% | +1.5% | +24.7% | +24.1% |
| 1Y | +29.9% | -9.4% | +39.3% | +31.1% |
| 3Y | +15.9% | +85.1% | -69.1% | -3.0% |
| 5Y | -20.6% | +125.7% | -146.4% | -37.7% |
| 10Y | +65.4% | +757.3% | -692.0% | -8.5% |
| All | +3,449.8% | +14,127.6% | -10,677.7% | +789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling