+49.0%
PFE vs TRU
+243.2%
-194.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | +3.1% | +20.2% | -17.1% | -0.5% |
| 3M | +11.2% | +2.2% | +8.9% | +10.3% |
| 6M | +15.0% | +17.6% | -2.5% | +10.7% |
| YTD | +23.5% | -5.0% | +28.5% | +23.0% |
| 1Y | +18.9% | -1.0% | +19.9% | +17.4% |
| 3Y | +18.7% | +56.5% | -37.8% | +4.0% |
| 5Y | -24.0% | -26.2% | +2.2% | -23.7% |
| 10Y | +47.5% | +184.5% | -136.9% | +10.4% |
| All | +49.0% | +243.2% | -194.1% | +9.6% |
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 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