+46.2%
PFE vs TAP
-48.8%
+95.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | +5.3% | +7.5% | -2.1% | +3.5% |
| 3M | +10.1% | -4.9% | +15.0% | +11.1% |
| 6M | +18.0% | -3.5% | +21.5% | +18.4% |
| YTD | +25.8% | -11.4% | +37.2% | +28.4% |
| 1Y | +28.4% | -10.8% | +39.2% | +30.8% |
| 3Y | +20.9% | -24.5% | +45.4% | +26.6% |
| 5Y | -21.5% | +2.5% | -24.0% | -24.9% |
| 10Y | +46.2% | -47.6% | +93.8% | +47.9% |
| All | +46.2% | -48.8% | +95.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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