+46.2%
PFE vs TRGP
+762.8%
-716.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -0.7% | -5.8% | +5.1% | -0.3% |
| 30D | +5.3% | -1.5% | +6.8% | +5.4% |
| 3M | +10.1% | +6.1% | +4.0% | +9.5% |
| 6M | +18.0% | +14.4% | +3.7% | +16.5% |
| YTD | +25.8% | +55.3% | -29.5% | +21.2% |
| 1Y | +28.4% | +69.1% | -40.7% | +22.9% |
| 3Y | +20.9% | +254.3% | -233.4% | +9.0% |
| 5Y | -21.5% | +471.4% | -492.9% | -31.9% |
| 10Y | +46.2% | +773.0% | -726.8% | +26.0% |
| All | +46.2% | +762.8% | -716.6% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling