+48.8%
PFE vs TRI
+225.2%
-176.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | +0.3% | +3.7% | -3.4% | -0.7% |
| 3M | +9.4% | +3.7% | +5.7% | +7.8% |
| 6M | +14.9% | +35.1% | -20.2% | +5.2% |
| YTD | +23.8% | -14.0% | +37.8% | +26.8% |
| 1Y | +19.5% | -19.0% | +38.5% | +24.6% |
| 3Y | +21.0% | -12.0% | +33.0% | +20.2% |
| 5Y | -23.9% | +0.6% | -24.5% | -29.0% |
| All | +48.8% | +225.2% | -176.4% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling