+92.9%
PFE vs TTMI
+247.6%
-154.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +0.7% |
| 7D | -0.7% | -11.5% | +10.8% | -0.1% |
| 30D | +5.3% | -40.3% | +45.6% | +8.3% |
| 3M | +10.1% | -44.5% | +54.6% | +13.4% |
| 6M | +18.0% | -54.1% | +72.1% | +22.2% |
| YTD | +25.8% | +4.7% | +21.1% | +20.6% |
| 1Y | +28.4% | +3.3% | +25.1% | +22.8% |
| 3Y | +20.9% | +407.2% | -386.3% | -0.2% |
| 5Y | -21.5% | +406.5% | -428.0% | -36.1% |
| 10Y | +46.2% | +420.4% | -374.2% | +15.9% |
| All | +92.9% | +247.6% | -154.6% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling