-21.3%
PFE vs TNA
-18.8%
-2.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -2.7% | +4.1% | -6.7% | -3.0% |
| 30D | +3.8% | -7.6% | +11.5% | +4.5% |
| 3M | +10.4% | +8.1% | +2.3% | +9.3% |
| 6M | +6.3% | +49.0% | -42.7% | +1.7% |
| YTD | +17.4% | +51.7% | -34.4% | +11.9% |
| 1Y | +21.1% | +59.6% | -38.5% | +14.5% |
| 3Y | -1.6% | +118.9% | -120.5% | -12.5% |
| All | -21.3% | -18.8% | -2.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling