-20.2%
PFE vs TSEM
+311.6%
-331.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.4% | -0.6% |
| 7D | -4.7% | -2.0% | -2.7% | -4.7% |
| 30D | +3.4% | -33.4% | +36.8% | +3.7% |
| 3M | +9.2% | -39.7% | +48.9% | +9.6% |
| 6M | +15.8% | -27.8% | +43.6% | +15.2% |
| YTD | +23.4% | +29.7% | -6.2% | +20.6% |
| 1Y | +25.8% | +81.1% | -55.3% | +21.4% |
| 3Y | +17.8% | +529.3% | -511.4% | +8.7% |
| 5Y | -20.2% | +315.0% | -335.1% | -24.7% |
| All | -20.2% | +311.6% | -331.8% | -24.7% |
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