+35.6%
PFE vs TRGP
+89.5%
-54.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +2.3% |
| 7D | +4.6% | -6.5% | +11.0% | +4.1% |
| 30D | +12.3% | -0.4% | +12.8% | +12.3% |
| 3M | +21.2% | +8.8% | +12.4% | +21.4% |
| 6M | +21.1% | +11.0% | +10.1% | +21.1% |
| YTD | +30.0% | +57.4% | -27.3% | +27.9% |
| 1Y | +35.6% | +87.9% | -52.3% | +29.4% |
| All | +35.6% | +89.5% | -54.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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