-22.2%
PFE vs TSEM
+657.2%
-679.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -2.7% | +10.4% | -13.1% | -2.8% |
| 30D | +3.8% | -12.9% | +16.8% | +4.1% |
| 3M | +10.4% | -9.2% | +19.5% | +10.2% |
| 6M | +6.3% | +98.8% | -92.5% | +3.5% |
| YTD | +17.4% | +87.2% | -69.8% | +14.3% |
| 1Y | +21.1% | +239.0% | -217.8% | +15.2% |
| 3Y | -1.6% | +679.5% | -681.1% | -9.9% |
| 5Y | -22.2% | +667.3% | -689.4% | -29.6% |
| All | -22.2% | +657.2% | -679.4% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling