+48.5%
PFE vs TPR
+365.1%
-316.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | +3.1% | +15.1% | -12.0% | +1.4% |
| 3M | +11.2% | -13.4% | +24.6% | +12.5% |
| 6M | +15.0% | +1.4% | +13.7% | +14.3% |
| YTD | +23.5% | +4.8% | +18.8% | +21.8% |
| 1Y | +18.9% | +29.2% | -10.3% | +14.4% |
| 3Y | +18.7% | +403.7% | -385.0% | -4.6% |
| 5Y | -24.0% | +230.8% | -254.9% | -37.1% |
| All | +48.5% | +365.1% | -316.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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