+44.9%
PFE vs TRU
+238.0%
-193.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.1% |
| 7D | +1.8% | -6.8% | +8.5% | +3.0% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +12.7% | +13.3% | -0.6% | +9.7% |
| 6M | +10.5% | +3.4% | +7.1% | +9.1% |
| YTD | +20.2% | -6.4% | +26.5% | +20.3% |
| 1Y | +24.1% | -9.7% | +33.8% | +24.7% |
| 3Y | -3.6% | +0.1% | -3.7% | -7.6% |
| 5Y | -20.9% | -34.0% | +13.2% | -18.1% |
| 10Y | +35.8% | +147.9% | -112.0% | +4.5% |
| All | +44.9% | +238.0% | -193.1% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling