+35.6%
PFE vs TAP
-50.2%
+85.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +10.2% | -2.1% | +12.4% | +10.7% |
| 3M | +12.7% | +6.6% | +6.1% | +10.8% |
| 6M | +10.5% | -11.5% | +22.0% | +13.2% |
| YTD | +20.2% | -10.3% | +30.4% | +22.4% |
| 1Y | +24.1% | -14.4% | +38.5% | +27.6% |
| 3Y | -3.6% | -28.3% | +24.7% | +2.2% |
| 5Y | -20.9% | +1.7% | -22.6% | -24.0% |
| All | +35.6% | -50.2% | +85.8% | +34.5% |
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