+1,410.4%
TSM vs PFE
+61.4%
+1,349.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.6% |
| 7D | -7.6% | -3.7% | -3.9% | -7.0% |
| 30D | -20.5% | +5.0% | -25.5% | -21.2% |
| 3M | -10.0% | +12.2% | -22.2% | -11.9% |
| 6M | -10.1% | +14.6% | -24.6% | -12.4% |
| YTD | +24.5% | +24.1% | +0.4% | +19.4% |
| 1Y | +31.2% | +26.6% | +4.6% | +25.2% |
| 3Y | +322.0% | +14.3% | +307.7% | +304.4% |
| 5Y | +245.3% | -21.9% | +267.2% | +252.2% |
| All | +1,410.4% | +61.4% | +1,349.0% | +1,209.5% |
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