+3,280.0%
PFE vs TRV
+6,617.1%
-3,337.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +10.2% | -3.4% | +13.7% | +11.4% |
| 3M | +12.7% | +26.4% | -13.7% | +4.2% |
| 6M | +10.5% | +19.3% | -8.8% | +4.0% |
| YTD | +20.2% | +28.3% | -8.2% | +10.4% |
| 1Y | +24.1% | +34.3% | -10.2% | +12.2% |
| 3Y | -3.6% | +140.1% | -143.7% | -28.8% |
| 5Y | -20.9% | +155.7% | -176.6% | -43.3% |
| 10Y | +35.8% | +285.5% | -249.7% | -18.4% |
| All | +3,280.0% | +6,617.1% | -3,337.2% | +641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling