-35.4%
PFE vs TPG
+85.9%
-121.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | +3.8% | +5.0% | -1.2% | +3.2% |
| 3M | +10.4% | +24.9% | -14.5% | +7.5% |
| 6M | +6.3% | +21.1% | -14.8% | +3.7% |
| YTD | +17.4% | -17.3% | +34.6% | +19.2% |
| 1Y | +21.1% | -9.8% | +31.0% | +21.7% |
| 3Y | -1.6% | +95.4% | -97.0% | -11.2% |
| All | -35.4% | +85.9% | -121.3% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling