+23.2%
PFE vs TPR
+28.7%
-5.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -3.0% | +6.4% | -9.4% | -3.5% |
| 30D | +5.2% | +13.8% | -8.5% | +3.9% |
| 3M | +12.2% | -16.6% | +28.9% | +14.1% |
| 6M | +17.8% | +0.7% | +17.1% | +16.7% |
| YTD | +26.2% | +5.3% | +20.9% | +22.2% |
| 1Y | +23.2% | +32.4% | -9.2% | +12.3% |
| All | +23.2% | +28.7% | -5.5% | +12.3% |
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