+50.7%
PFE vs TMUS
+248.1%
-197.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | -3.0% | +8.2% | -11.1% | -4.5% |
| 30D | +5.2% | +13.4% | -8.1% | +2.5% |
| 3M | +12.2% | -3.0% | +15.3% | +12.4% |
| 6M | +17.8% | -8.8% | +26.6% | +18.9% |
| YTD | +26.2% | -13.8% | +40.0% | +28.5% |
| 1Y | +23.2% | -17.1% | +40.2% | +26.4% |
| 3Y | +21.3% | +22.7% | -1.4% | +11.1% |
| 5Y | -23.1% | +52.8% | -75.9% | -33.8% |
| 10Y | +50.7% | +244.6% | -193.9% | +14.5% |
| All | +50.7% | +248.1% | -197.4% | +14.5% |
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