+3,391.6%
PFE vs TT
+14,465.8%
-11,074.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | -3.7% | -2.0% | -1.7% | -3.3% |
| 30D | +5.0% | -14.0% | +19.0% | +8.4% |
| 3M | +12.2% | -15.9% | +28.0% | +16.3% |
| 6M | +14.6% | -17.3% | +31.9% | +18.8% |
| YTD | +24.1% | +4.0% | +20.2% | +21.3% |
| 1Y | +26.6% | -7.1% | +33.7% | +27.0% |
| 3Y | +14.3% | +90.2% | -75.9% | -5.0% |
| 5Y | -21.9% | +131.1% | -153.0% | -39.1% |
| 10Y | +62.6% | +777.7% | -715.1% | -10.5% |
| All | +3,391.6% | +14,465.8% | -11,074.2% | +770.1% |
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