-22.2%
PFE vs TTMI
+840.7%
-862.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.4% |
| 7D | -2.7% | +12.2% | -14.8% | -3.1% |
| 30D | +3.8% | -5.7% | +9.6% | +4.0% |
| 3M | +10.4% | -27.5% | +37.9% | +11.5% |
| 6M | +6.3% | +47.1% | -40.9% | +2.3% |
| YTD | +17.4% | +87.5% | -70.1% | +10.0% |
| 1Y | +21.1% | +175.2% | -154.1% | +9.2% |
| 3Y | -1.6% | +901.9% | -903.5% | -24.1% |
| 5Y | -22.2% | +843.5% | -865.6% | -41.4% |
| All | -22.2% | +840.7% | -862.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling