+48.8%
PFE vs TNA
+33.3%
+15.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.7% | +3.7% | -5.4% | -2.2% |
| 30D | +0.3% | +4.4% | -4.0% | -0.4% |
| 3M | +9.4% | -26.7% | +36.0% | +12.9% |
| 6M | +14.9% | -12.8% | +27.7% | +15.7% |
| YTD | +23.8% | +22.7% | +1.1% | +18.8% |
| 1Y | +19.5% | +35.7% | -16.1% | +13.2% |
| 3Y | +21.0% | +134.6% | -113.5% | +2.0% |
| 5Y | -23.9% | -46.0% | +22.1% | -27.4% |
| All | +48.8% | +33.3% | +15.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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