-6.3%
PFE vs TLN
+710.8%
-717.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | -1.7% | +11.0% | -12.7% | -1.5% |
| 30D | +0.3% | +4.9% | -4.6% | +0.5% |
| 3M | +9.4% | +4.9% | +4.5% | +9.5% |
| 6M | +14.9% | +7.1% | +7.8% | +15.0% |
| YTD | +23.8% | +0.3% | +23.5% | +24.0% |
| 1Y | +19.5% | +5.9% | +13.6% | +19.8% |
| 3Y | +21.0% | +578.5% | -557.4% | +26.5% |
| All | -6.3% | +710.8% | -717.1% | -2.0% |
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