+309.9%
PFE vs TNA
+1,004.3%
-694.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +10.2% | -4.9% | +15.1% | +10.9% |
| 3M | +12.7% | +0.4% | +12.3% | +12.1% |
| 6M | +10.5% | +32.5% | -22.0% | +4.8% |
| YTD | +20.2% | +53.7% | -33.6% | +11.1% |
| 1Y | +24.1% | +65.1% | -41.0% | +12.8% |
| 3Y | -3.6% | +98.4% | -102.0% | -19.7% |
| 5Y | -20.9% | -22.5% | +1.6% | -29.6% |
| 10Y | +35.8% | +82.5% | -46.7% | -13.8% |
| All | +309.9% | +1,004.3% | -694.5% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling