-22.2%
PFE vs TRI
-7.1%
-15.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.4% |
| 7D | -2.7% | -7.1% | +4.4% | -1.7% |
| 30D | +3.8% | -2.3% | +6.2% | +4.0% |
| 3M | +10.4% | +19.6% | -9.2% | +7.0% |
| 6M | +6.3% | -8.7% | +15.0% | +7.2% |
| YTD | +17.4% | -22.3% | +39.6% | +22.5% |
| 1Y | +21.1% | -40.7% | +61.8% | +34.2% |
| 3Y | -1.6% | -17.8% | +16.2% | -0.5% |
| 5Y | -22.2% | -8.5% | -13.7% | -31.8% |
| All | -22.2% | -7.1% | -15.1% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling