+1,709.2%
TSM vs PFE
+36.0%
+1,673.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +2.7% | +1.8% | +1.0% | +2.4% |
| 30D | +3.6% | +10.2% | -6.6% | +1.8% |
| 3M | -3.4% | +12.7% | -16.1% | -5.6% |
| 6M | +20.6% | +10.5% | +10.1% | +18.2% |
| YTD | +41.9% | +20.2% | +21.7% | +36.8% |
| 1Y | +84.4% | +24.1% | +60.3% | +76.4% |
| 3Y | +380.2% | -3.6% | +383.8% | +377.5% |
| 5Y | +275.3% | -20.9% | +296.2% | +279.4% |
| All | +1,709.2% | +36.0% | +1,673.1% | +1,517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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