+0.7%
PFE vs TW
+26.6%
-26.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.0% |
| 30D | +10.2% | +3.9% | +6.3% | +9.7% |
| 3M | +12.7% | +5.7% | +7.0% | +11.8% |
| 6M | +10.5% | -14.5% | +25.1% | +12.4% |
| YTD | +20.2% | -0.9% | +21.0% | +19.5% |
| 1Y | +24.1% | -13.5% | +37.6% | +26.0% |
| All | +0.7% | +26.6% | -26.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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