+16.2%
PFE vs TSLL
-27.3%
+43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -21.9% | +18.9% | -2.7% |
| 7D | -0.2% | -28.9% | +28.7% | +0.2% |
| 30D | +8.7% | -21.4% | +30.1% | +8.9% |
| 3M | +15.8% | +5.0% | +10.8% | +15.6% |
| 6M | +16.8% | -36.6% | +53.4% | +17.1% |
| YTD | +26.2% | -56.6% | +82.8% | +26.9% |
| 1Y | +29.9% | -60.9% | +90.8% | +30.7% |
| All | +16.2% | -27.3% | +43.5% | +18.5% |
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