+24.1%
PFE vs TLN
-17.2%
+41.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.3% |
| 7D | +1.8% | +7.1% | -5.3% | +1.7% |
| 30D | +10.2% | -3.9% | +14.1% | +10.2% |
| 3M | +12.7% | -16.2% | +28.8% | +12.7% |
| 6M | +10.5% | -5.8% | +16.4% | +10.1% |
| YTD | +20.2% | -15.4% | +35.6% | +20.0% |
| 1Y | +24.1% | -16.7% | +40.7% | +23.9% |
| All | +24.1% | -17.2% | +41.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling