+28.4%
PFE vs TTMI
+3.3%
+25.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +0.3% |
| 7D | -0.7% | -11.5% | +10.8% | -1.1% |
| 30D | +5.3% | -40.3% | +45.6% | +3.9% |
| 3M | +10.1% | -44.5% | +54.6% | +8.5% |
| 6M | +18.0% | -54.1% | +72.1% | +15.8% |
| YTD | +25.8% | +4.7% | +21.1% | +21.8% |
| 1Y | +28.4% | +3.3% | +25.1% | +24.4% |
| All | +28.4% | +3.3% | +25.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling