+138.5%
PFE vs TRI
+578.7%
-440.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +5.3% | +5.0% | +0.3% | +3.4% |
| 3M | +10.1% | +4.6% | +5.6% | +7.6% |
| 6M | +18.0% | +18.3% | -0.3% | +9.2% |
| YTD | +25.8% | -14.7% | +40.5% | +27.3% |
| 1Y | +28.4% | -16.7% | +45.1% | +30.9% |
| 3Y | +20.9% | -11.3% | +32.3% | +18.4% |
| 5Y | -21.5% | -0.6% | -20.9% | -27.1% |
| 10Y | +46.2% | +220.2% | -174.0% | -12.5% |
| All | +138.5% | +578.7% | -440.2% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling