+35.2%
PFE vs TSEM
+1,283.8%
-1,248.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -4.3% | +4.7% | -9.0% | -4.6% |
| 30D | +2.7% | -14.2% | +16.9% | +3.5% |
| 3M | +10.0% | -5.0% | +15.0% | +9.3% |
| 6M | +7.2% | +87.6% | -80.4% | +0.1% |
| YTD | +17.3% | +84.4% | -67.1% | +9.2% |
| 1Y | +20.3% | +235.4% | -215.1% | +5.7% |
| 3Y | -1.6% | +668.0% | -669.6% | -21.8% |
| 5Y | -21.4% | +644.7% | -666.1% | -38.6% |
| 10Y | +35.2% | +1,326.7% | -1,291.4% | -3.2% |
| All | +35.2% | +1,283.8% | -1,248.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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