+23.2%
PFE vs TRU
+2.0%
+21.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +5.2% | +24.3% | -19.0% | +2.1% |
| 3M | +12.2% | +2.3% | +9.9% | +11.9% |
| 6M | +17.8% | +17.7% | +0.1% | +15.0% |
| YTD | +26.2% | -3.8% | +30.0% | +25.5% |
| 1Y | +23.2% | -0.3% | +23.5% | +20.6% |
| All | +23.2% | +2.0% | +21.2% | +20.6% |
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