-35.5%
PFE vs TPG
+74.1%
-109.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -2.6% | -9.4% | +6.9% | -1.5% |
| 30D | +5.4% | -5.3% | +10.6% | +5.9% |
| 3M | +7.8% | +12.9% | -5.1% | +6.2% |
| 6M | +5.0% | +20.1% | -15.1% | +2.6% |
| YTD | +17.1% | -22.5% | +39.6% | +19.8% |
| 1Y | +19.3% | -19.7% | +39.0% | +21.4% |
| 3Y | -0.9% | +81.2% | -82.2% | -9.8% |
| All | -35.5% | +74.1% | -109.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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