+1,382.6%
PFE vs TSEM
-23.8%
+1,406.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.4% | -1.0% |
| 7D | -4.7% | -2.0% | -2.7% | -4.7% |
| 30D | +3.4% | -33.4% | +36.8% | +4.9% |
| 3M | +9.2% | -39.7% | +48.9% | +11.1% |
| 6M | +15.8% | -27.8% | +43.6% | +16.0% |
| YTD | +23.4% | +29.7% | -6.2% | +19.8% |
| 1Y | +25.8% | +81.1% | -55.3% | +20.1% |
| 3Y | +17.8% | +529.3% | -511.4% | +5.2% |
| 5Y | -20.2% | +315.0% | -335.1% | -27.8% |
| 10Y | +49.6% | +865.7% | -816.1% | +28.5% |
| All | +1,382.6% | -23.8% | +1,406.3% | +1,111.4% |
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