+21.0%
PFE vs TRV
+149.8%
-128.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | +0.3% | +6.7% | -6.4% | -0.9% |
| 3M | +9.4% | +9.4% | 0.0% | +7.5% |
| 6M | +14.9% | +37.7% | -22.8% | +7.5% |
| YTD | +23.8% | +40.6% | -16.8% | +15.2% |
| 1Y | +19.5% | +42.4% | -22.9% | +10.9% |
| 3Y | +21.0% | +148.1% | -127.1% | -0.8% |
| All | +21.0% | +149.8% | -128.8% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling