+20.3%
PFE vs TRU
-16.5%
+36.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -4.3% | -6.5% | +2.2% | -3.4% |
| 30D | +2.7% | -2.5% | +5.2% | +3.0% |
| 3M | +10.0% | +10.4% | -0.4% | +8.4% |
| 6M | +7.2% | +1.6% | +5.5% | +6.5% |
| YTD | +17.3% | -9.7% | +27.0% | +17.7% |
| 1Y | +20.3% | -17.3% | +37.6% | +21.5% |
| All | +20.3% | -16.5% | +36.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling