-2.5%
PFE vs TAP
-28.0%
+25.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | +10.2% | -2.1% | +12.4% | +10.6% |
| 3M | +12.7% | +6.6% | +6.1% | +11.0% |
| 6M | +10.5% | -11.5% | +22.0% | +12.9% |
| YTD | +20.2% | -10.3% | +30.4% | +22.2% |
| 1Y | +24.1% | -14.4% | +38.5% | +27.2% |
| All | -2.5% | -28.0% | +25.5% | +1.2% |
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