+32.5%
PFE vs TRV
+297.3%
-264.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -1.8% | -2.2% | -3.5% |
| 30D | +3.9% | -2.1% | +6.0% | +4.5% |
| 3M | +9.9% | +21.2% | -11.3% | +3.6% |
| 6M | +5.3% | +22.0% | -16.7% | -1.0% |
| YTD | +16.8% | +27.7% | -10.9% | +8.2% |
| 1Y | +20.4% | +36.6% | -16.1% | +9.3% |
| 3Y | -2.1% | +141.1% | -143.2% | -26.4% |
| 5Y | -21.0% | +157.6% | -178.6% | -42.3% |
| All | +32.5% | +297.3% | -264.8% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling