-23.8%
PFE vs TMUS
+51.5%
-75.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.7% | +4.9% | -6.6% | -2.4% |
| 30D | +0.3% | +7.7% | -7.4% | -0.8% |
| 3M | +9.4% | -6.8% | +16.2% | +10.1% |
| 6M | +14.9% | -9.7% | +24.6% | +15.8% |
| YTD | +23.8% | -15.0% | +38.7% | +25.7% |
| 1Y | +19.5% | -19.1% | +38.6% | +22.4% |
| 3Y | +21.0% | +21.4% | -0.4% | +10.4% |
| All | -23.8% | +51.5% | -75.2% | -32.3% |
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