+20.9%
PFE vs TMUS
+20.7%
+0.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.7% | +9.5% | -10.2% | -1.4% |
| 30D | +5.3% | +13.8% | -8.5% | +4.3% |
| 3M | +10.1% | -4.6% | +14.7% | +10.2% |
| 6M | +18.0% | -11.7% | +29.7% | +18.6% |
| YTD | +25.8% | -15.4% | +41.2% | +26.7% |
| 1Y | +28.4% | -16.1% | +44.6% | +29.5% |
| 3Y | +20.9% | +20.5% | +0.4% | +15.7% |
| All | +20.9% | +20.7% | +0.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling