+35.2%
PFE vs TTMI
+1,044.1%
-1,008.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | -4.3% | +7.5% | -11.8% | -4.8% |
| 30D | +2.7% | -4.5% | +7.2% | +2.8% |
| 3M | +10.0% | -28.5% | +38.5% | +12.0% |
| 6M | +7.2% | +28.4% | -21.2% | +2.5% |
| YTD | +17.3% | +80.1% | -62.7% | +7.3% |
| 1Y | +20.3% | +161.0% | -140.7% | +4.8% |
| 3Y | -1.6% | +862.4% | -864.1% | -28.9% |
| 5Y | -21.4% | +812.9% | -834.3% | -43.9% |
| 10Y | +35.2% | +1,094.7% | -1,059.5% | -9.9% |
| All | +35.2% | +1,044.1% | -1,008.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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