+26.6%
PFE vs TPR
+42.2%
-15.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.7% | +14.2% | -17.9% | -4.7% |
| 30D | +5.0% | +17.1% | -12.1% | +3.7% |
| 3M | +12.2% | -17.7% | +29.9% | +13.9% |
| 6M | +14.6% | -10.2% | +24.8% | +14.9% |
| YTD | +24.1% | +4.9% | +19.2% | +22.5% |
| 1Y | +26.6% | +36.1% | -9.6% | +25.6% |
| All | +26.6% | +42.2% | -15.6% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling