+3,280.0%
PFE vs TAP
+825.0%
+2,454.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 6M | +10.5% | -11.5% | +22.0% | +12.7% |
| YTD | +20.2% | -10.3% | +30.4% | +22.0% |
| 1Y | +24.1% | -14.4% | +38.5% | +27.0% |
| 3Y | -3.6% | -28.3% | +24.7% | +1.2% |
| 5Y | -20.9% | +1.7% | -22.6% | -23.2% |
| 10Y | +35.8% | -49.2% | +85.1% | +44.4% |
| All | +3,280.0% | +825.0% | +2,454.9% | +2,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling