+173.1%
PFE vs TMUS
+306.1%
-133.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.1% |
| 7D | -0.2% | +9.0% | -9.3% | -1.6% |
| 30D | +8.7% | -3.2% | +11.9% | +8.9% |
| 3M | +15.8% | -6.9% | +22.7% | +16.6% |
| 6M | +16.8% | -16.4% | +33.3% | +19.3% |
| YTD | +26.2% | -19.6% | +45.8% | +29.3% |
| 1Y | +29.9% | -19.9% | +49.8% | +33.2% |
| 3Y | +15.9% | +14.5% | +1.4% | +11.2% |
| 5Y | -20.6% | +37.7% | -58.3% | -26.5% |
| 10Y | +65.4% | +242.2% | -176.9% | +31.3% |
| All | +173.1% | +306.1% | -133.0% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling