+31.2%
TSM vs PFE
+27.1%
+4.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.1% |
| 7D | -7.6% | -3.7% | -3.9% | -7.9% |
| 30D | -20.5% | +5.0% | -25.5% | -19.9% |
| 3M | -10.0% | +12.2% | -22.2% | -9.1% |
| 6M | -10.1% | +14.6% | -24.6% | -8.6% |
| YTD | +24.5% | +24.1% | +0.4% | +26.8% |
| 1Y | +31.2% | +26.6% | +4.6% | +34.2% |
| All | +31.2% | +27.1% | +4.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling