-20.2%
PFE vs TW
+37.9%
-58.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.7% | +3.4% | -8.1% | -5.1% |
| 30D | +3.4% | +15.5% | -12.1% | +1.5% |
| 3M | +9.2% | +25.1% | -15.9% | +6.0% |
| 6M | +15.8% | +18.2% | -2.4% | +13.0% |
| YTD | +23.4% | +19.7% | +3.7% | +19.8% |
| 1Y | +25.8% | +18.1% | +7.7% | +22.3% |
| 3Y | +17.8% | +40.5% | -22.7% | +10.7% |
| 5Y | -20.2% | +37.1% | -57.3% | -26.7% |
| All | -20.2% | +37.9% | -58.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling