+16.2%
PFE vs TPR
+412.6%
-396.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.0% | -3.4% |
| 7D | -0.2% | +13.9% | -14.1% | -1.2% |
| 30D | +8.7% | +14.9% | -6.3% | +7.5% |
| 3M | +15.8% | -15.4% | +31.2% | +16.9% |
| 6M | +16.8% | -4.5% | +21.3% | +16.7% |
| YTD | +26.2% | +6.0% | +20.2% | +25.0% |
| 1Y | +29.9% | +24.3% | +5.6% | +27.2% |
| All | +16.2% | +412.6% | -396.4% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling