+0.7%
PFE vs TCOM
+13.4%
-12.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -9.5% | +11.3% | +2.5% |
| 30D | +10.2% | -10.7% | +21.0% | +11.1% |
| 3M | +12.7% | -14.6% | +27.3% | +13.8% |
| 6M | +10.5% | -19.3% | +29.9% | +12.1% |
| YTD | +20.2% | -42.9% | +63.1% | +24.2% |
| 1Y | +24.1% | -43.8% | +67.9% | +28.3% |
| All | +0.7% | +13.4% | -12.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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