+2.8%
TLT vs PFE
+19.5%
-16.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | +1.0% | +0.3% | +0.7% | +1.0% |
| 3M | -2.7% | +9.4% | -12.1% | -3.4% |
| 6M | -4.1% | +14.9% | -19.0% | -5.2% |
| YTD | -5.4% | +23.8% | -29.1% | -7.0% |
| 1Y | -7.0% | +19.5% | -26.5% | -8.4% |
| 3Y | +2.8% | +21.0% | -18.2% | -0.3% |
| All | +2.8% | +19.5% | -16.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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