-21.5%
PFE vs TMUS
+38.7%
-60.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.7% | +3.6% | -7.3% | -4.2% |
| 30D | +5.0% | -3.4% | +8.3% | +5.1% |
| 3M | +12.2% | -9.5% | +21.6% | +13.3% |
| 6M | +14.6% | -15.2% | +29.8% | +16.5% |
| YTD | +24.1% | -18.9% | +43.0% | +26.8% |
| 1Y | +26.6% | -17.7% | +44.3% | +28.9% |
| 3Y | +14.3% | +15.6% | -1.3% | +5.1% |
| All | -21.5% | +38.7% | -60.2% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling