+23.4%
PFE vs TSLL
-0.6%
+24.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | +0.2% |
| 7D | -3.0% | +0.5% | -3.4% | -3.0% |
| 30D | +5.2% | +2.7% | +2.6% | +5.1% |
| 3M | +12.2% | +26.3% | -14.0% | +11.8% |
| 6M | +17.8% | -37.2% | +55.0% | +18.1% |
| YTD | +26.2% | -44.2% | +70.4% | +26.4% |
| 1Y | +23.2% | -44.0% | +67.1% | +23.3% |
| All | +23.4% | -0.6% | +24.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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