+20.9%
PFE vs TPR
+419.9%
-398.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -0.7% | +12.1% | -12.8% | -1.5% |
| 30D | +5.3% | +16.7% | -11.3% | +4.1% |
| 3M | +10.1% | -17.4% | +27.5% | +11.5% |
| 6M | +18.0% | +2.3% | +15.7% | +17.4% |
| YTD | +25.8% | +7.1% | +18.7% | +24.5% |
| 1Y | +28.4% | +29.5% | -1.1% | +25.4% |
| 3Y | +20.9% | +415.0% | -394.1% | +11.3% |
| All | +20.9% | +419.9% | -398.9% | +11.3% |
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 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