+246.4%
PFE vs TRGP
+2,231.3%
-1,984.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | +10.2% | +11.5% | -1.3% | +9.2% |
| 3M | +12.7% | +9.0% | +3.7% | +11.7% |
| 6M | +10.5% | +20.5% | -10.0% | +8.6% |
| YTD | +20.2% | +59.5% | -39.4% | +15.1% |
| 1Y | +24.1% | +77.9% | -53.8% | +17.6% |
| 3Y | -3.6% | +253.6% | -257.1% | -14.3% |
| 5Y | -20.9% | +615.5% | -636.3% | -34.1% |
| 10Y | +35.8% | +897.1% | -861.3% | +5.5% |
| All | +246.4% | +2,231.3% | -1,984.9% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling