+21.0%
PFE vs TRV
+37.3%
-16.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +2.7% | -2.3% | +5.0% | +3.2% |
| 3M | +10.0% | +22.7% | -12.7% | +4.4% |
| 6M | +7.2% | +21.9% | -14.8% | +1.6% |
| YTD | +17.3% | +27.5% | -10.1% | +9.4% |
| All | +21.0% | +37.3% | -16.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling