+13,634.3%
TSM vs PFE
+295.4%
+13,338.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +2.7% | +1.8% | +1.0% | +2.1% |
| 30D | +3.6% | +10.2% | -6.6% | -0.1% |
| 3M | -3.4% | +12.7% | -16.1% | -7.8% |
| 6M | +20.6% | +10.5% | +10.1% | +15.6% |
| YTD | +41.9% | +20.2% | +21.7% | +31.8% |
| 1Y | +84.4% | +24.1% | +60.3% | +68.6% |
| 3Y | +380.2% | -3.6% | +383.8% | +369.0% |
| 5Y | +275.3% | -20.9% | +296.2% | +280.8% |
| 10Y | +1,751.4% | +35.8% | +1,715.5% | +1,334.8% |
| All | +13,634.3% | +295.4% | +13,338.9% | +3,521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling