+56.4%
TXN vs PFE
-22.1%
+78.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.0% | -4.0% | +6.0% | +2.9% |
| 30D | -8.0% | +3.9% | -11.8% | -8.8% |
| 3M | -7.8% | +9.9% | -17.7% | -9.9% |
| 6M | +32.4% | +5.3% | +27.1% | +30.6% |
| YTD | +51.7% | +16.8% | +34.9% | +45.4% |
| 1Y | +44.3% | +20.4% | +23.9% | +36.8% |
| 3Y | +71.3% | -2.1% | +73.4% | +67.7% |
| 5Y | +56.4% | -21.0% | +77.4% | +55.7% |
| All | +56.4% | -22.1% | +78.6% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling