+35.6%
PFE vs TRI
-22.4%
+58.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.1% |
| 7D | +4.6% | +1.0% | +3.6% | +4.4% |
| 30D | +12.3% | +20.8% | -8.4% | +10.8% |
| 3M | +21.2% | +8.1% | +13.1% | +20.1% |
| 6M | +21.1% | +24.2% | -3.1% | +19.2% |
| YTD | +30.0% | -7.8% | +37.8% | +35.1% |
| 1Y | +35.6% | -16.7% | +52.3% | +46.2% |
| All | +35.6% | -22.4% | +58.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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