+35.2%
PFE vs TRU
+146.7%
-111.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -4.3% | -6.5% | +2.2% | -3.1% |
| 30D | +2.7% | -2.5% | +5.2% | +3.1% |
| 3M | +10.0% | +10.4% | -0.4% | +7.6% |
| 6M | +7.2% | +1.6% | +5.5% | +6.1% |
| YTD | +17.3% | -9.7% | +27.0% | +18.3% |
| 1Y | +20.3% | -17.3% | +37.6% | +23.0% |
| 3Y | -1.6% | -1.8% | +0.2% | -5.3% |
| 5Y | -21.4% | -36.2% | +14.9% | -17.6% |
| 10Y | +35.2% | +143.2% | -108.0% | +14.4% |
| All | +35.2% | +146.7% | -111.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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