-35.7%
PFE vs TPG
+71.4%
-107.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | 0.0% |
| 7D | -4.0% | -11.8% | +7.8% | -2.7% |
| 30D | +3.9% | -6.3% | +10.1% | +4.6% |
| 3M | +9.9% | +13.6% | -3.7% | +8.2% |
| 6M | +5.3% | +13.8% | -8.5% | +3.5% |
| YTD | +16.8% | -23.7% | +40.5% | +19.7% |
| 1Y | +20.4% | -18.2% | +38.6% | +22.3% |
| 3Y | -2.1% | +80.1% | -82.2% | -10.8% |
| All | -35.7% | +71.4% | -107.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling