+32.5%
PFE vs TRV
+298.6%
-266.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.0% | -1.5% | -2.6% | -3.6% |
| 30D | +3.9% | -1.8% | +5.7% | +4.4% |
| 3M | +9.9% | +21.6% | -11.7% | +3.5% |
| 6M | +5.3% | +22.5% | -17.2% | -1.1% |
| YTD | +16.8% | +28.1% | -11.4% | +8.1% |
| 1Y | +20.4% | +37.0% | -16.6% | +9.2% |
| 3Y | -2.1% | +141.9% | -144.0% | -26.5% |
| 5Y | -21.0% | +158.5% | -179.5% | -42.3% |
| All | +32.5% | +298.6% | -266.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling