-22.2%
PFE vs TRU
-35.2%
+13.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.0% |
| 7D | -2.7% | -7.2% | +4.5% | -1.7% |
| 30D | +3.8% | -2.8% | +6.7% | +4.2% |
| 3M | +10.4% | +13.0% | -2.6% | +8.4% |
| 6M | +6.3% | +0.7% | +5.6% | +5.7% |
| YTD | +17.4% | -9.0% | +26.4% | +17.9% |
| 1Y | +21.1% | -16.3% | +37.4% | +22.7% |
| 3Y | -1.6% | -1.1% | -0.5% | -2.9% |
| 5Y | -22.2% | -36.0% | +13.9% | -24.6% |
| All | -22.2% | -35.2% | +13.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling