+49.6%
PFE vs TMUS
+260.7%
-211.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.4% |
| 7D | -4.7% | +5.3% | -10.0% | -5.7% |
| 30D | +3.4% | +13.5% | -10.2% | +0.7% |
| 3M | +9.2% | -4.2% | +13.5% | +9.6% |
| 6M | +15.8% | -11.9% | +27.7% | +17.7% |
| YTD | +23.4% | -15.6% | +39.0% | +26.2% |
| 1Y | +25.8% | -16.8% | +42.6% | +29.0% |
| 3Y | +17.8% | +20.8% | -2.9% | +8.3% |
| 5Y | -20.2% | +48.0% | -68.2% | -30.7% |
| 10Y | +49.6% | +234.7% | -185.1% | +15.6% |
| All | +49.6% | +260.7% | -211.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling