-23.8%
PFE vs TPR
+230.3%
-254.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +0.3% | +15.1% | -14.8% | -0.7% |
| 3M | +9.4% | +3.5% | +5.9% | +9.0% |
| 6M | +14.9% | +0.4% | +14.4% | +14.5% |
| YTD | +23.8% | +4.6% | +19.2% | +22.8% |
| 1Y | +19.5% | +33.1% | -13.6% | +16.7% |
| 3Y | +21.0% | +396.0% | -374.9% | +7.6% |
| All | -23.8% | +230.3% | -254.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling