+19.5%
PFE vs TNA
+27.1%
-7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.7% | +3.7% | -5.4% | -2.0% |
| 30D | +0.3% | +4.4% | -4.0% | 0.0% |
| 3M | +9.4% | -26.7% | +36.0% | +11.8% |
| 6M | +14.9% | -12.8% | +27.7% | +15.1% |
| YTD | +23.8% | +22.7% | +1.1% | +16.3% |
| 1Y | +19.5% | +35.7% | -16.1% | +9.2% |
| All | +19.5% | +27.1% | -7.6% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling