+35.8%
PFE vs TPR
+321.0%
-285.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +2.0% |
| 30D | +10.2% | -23.0% | +33.2% | +13.2% |
| 3M | +12.7% | -12.5% | +25.2% | +14.0% |
| 6M | +10.5% | -21.4% | +32.0% | +12.9% |
| YTD | +20.2% | -3.5% | +23.7% | +19.7% |
| 1Y | +24.1% | +17.4% | +6.7% | +20.6% |
| 3Y | -3.6% | +291.3% | -294.8% | -20.2% |
| 5Y | -20.9% | +241.9% | -262.8% | -35.1% |
| All | +35.8% | +321.0% | -285.2% | +0.6% |
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