+60.6%
PFE vs TAP
-49.3%
+109.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.6% |
| 7D | -3.7% | +0.5% | -4.2% | -3.9% |
| 30D | +5.0% | +9.1% | -4.2% | +2.8% |
| 3M | +12.2% | -3.8% | +16.0% | +12.9% |
| 6M | +14.6% | -3.4% | +18.0% | +15.0% |
| YTD | +24.1% | -10.6% | +34.8% | +26.4% |
| 1Y | +26.6% | -4.4% | +31.0% | +26.8% |
| 3Y | +14.3% | -24.4% | +38.7% | +19.6% |
| 5Y | -21.9% | +2.1% | -24.0% | -25.1% |
| All | +60.6% | -49.3% | +109.9% | +51.4% |
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