+330.5%
PFE vs TNA
+836.4%
-505.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | -0.1% |
| 7D | -3.0% | -2.1% | -0.8% | -2.8% |
| 30D | +5.2% | +3.1% | +2.1% | +4.4% |
| 3M | +12.2% | -20.2% | +32.4% | +15.3% |
| 6M | +17.8% | -10.0% | +27.8% | +18.3% |
| YTD | +26.2% | +30.3% | -4.1% | +19.0% |
| 1Y | +23.2% | +31.1% | -7.9% | +15.7% |
| 3Y | +21.3% | +149.4% | -128.1% | -2.6% |
| 5Y | -23.1% | -42.5% | +19.4% | -28.5% |
| 10Y | +50.7% | +46.7% | +4.0% | -1.3% |
| All | +330.5% | +836.4% | -505.9% | +43.8% |
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