+20.8%
PFE vs TAP
-24.6%
+45.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -2.1% | -6.3% | +4.2% | -0.8% |
| 30D | +3.1% | +2.7% | +0.4% | +2.5% |
| 3M | +11.2% | -3.7% | +14.9% | +11.9% |
| 6M | +15.0% | -2.0% | +17.1% | +15.1% |
| YTD | +23.5% | -12.3% | +35.9% | +26.2% |
| 1Y | +18.9% | -10.1% | +29.0% | +20.8% |
| All | +20.8% | -24.6% | +45.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling