+3,201.5%
PFE vs TMO
+8,094.7%
-4,893.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.8% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +3.8% | +1.5% | +2.3% | +3.3% |
| 3M | +10.4% | +28.5% | -18.2% | +2.3% |
| 6M | +6.3% | +20.4% | -14.1% | -0.1% |
| YTD | +17.4% | +4.3% | +13.1% | +14.9% |
| 1Y | +21.1% | +24.1% | -3.0% | +12.8% |
| 3Y | -1.6% | +17.5% | -19.1% | -7.8% |
| 5Y | -22.2% | +6.8% | -29.0% | -26.0% |
| 10Y | +32.9% | +311.9% | -279.0% | -14.2% |
| All | +3,201.5% | +8,094.7% | -4,893.2% | +772.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 all: compounded portfolio wealth divided by compounded TMO 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…
all analysis · Full analysis span regression · 6 months rolling