+35.6%
PFE vs TMUS
+306.4%
-270.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -0.5% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +10.2% | +5.3% | +5.0% | +9.0% |
| 3M | +12.7% | +3.1% | +9.5% | +11.4% |
| 6M | +10.5% | -16.5% | +27.0% | +14.2% |
| YTD | +20.2% | -9.2% | +29.3% | +21.6% |
| 1Y | +24.1% | -26.5% | +50.5% | +31.6% |
| 3Y | -3.6% | +39.0% | -42.6% | -13.8% |
| 5Y | -20.9% | +40.4% | -61.2% | -29.9% |
| All | +35.6% | +306.4% | -270.8% | -8.9% |
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