-6.0%
PFE vs TLN
+630.2%
-636.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.5% |
| 7D | -3.7% | -1.3% | -2.4% | -3.7% |
| 30D | +5.0% | -10.5% | +15.5% | +4.9% |
| 3M | +12.2% | +0.1% | +12.1% | +12.2% |
| 6M | +14.6% | -17.4% | +32.0% | +14.5% |
| YTD | +24.1% | -9.7% | +33.8% | +24.1% |
| 1Y | +26.6% | -12.3% | +38.8% | +26.5% |
| 3Y | +14.3% | +528.3% | -514.0% | +19.5% |
| All | -6.0% | +630.2% | -636.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling