+1,410.9%
PFE vs TSEM
-26.1%
+1,437.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | -0.7% | -9.5% | +8.8% | -0.4% |
| 30D | +5.3% | -35.5% | +40.8% | +7.0% |
| 3M | +10.1% | -41.6% | +51.7% | +12.2% |
| 6M | +18.0% | -30.1% | +48.1% | +18.4% |
| YTD | +25.8% | +25.7% | +0.1% | +22.3% |
| 1Y | +28.4% | +50.5% | -22.0% | +23.7% |
| 3Y | +20.9% | +501.7% | -480.8% | +8.2% |
| 5Y | -21.5% | +310.9% | -332.4% | -29.0% |
| 10Y | +46.2% | +849.8% | -803.6% | +25.7% |
| All | +1,410.9% | -26.1% | +1,437.0% | +1,136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling