-6.6%
PFE vs TLN
+683.0%
-689.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.8% | -0.4% |
| 7D | -4.7% | +9.1% | -13.7% | -4.5% |
| 30D | +3.4% | -4.1% | +7.4% | +3.4% |
| 3M | +9.2% | +4.4% | +4.8% | +9.4% |
| 6M | +15.8% | -6.0% | +21.8% | +15.9% |
| YTD | +23.4% | -3.1% | +26.6% | +23.6% |
| 1Y | +25.8% | -6.1% | +31.9% | +26.0% |
| 3Y | +17.8% | +575.3% | -557.5% | +23.3% |
| All | -6.6% | +683.0% | -689.6% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling