+492.7%
SPCX vs PFE
+15.8%
+476.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -4.5% |
| 7D | +13.2% | -2.1% | +15.3% | +8.0% |
| 30D | -10.6% | +3.1% | -13.7% | -3.8% |
| 3M | -4.2% | +11.2% | -15.4% | +22.9% |
| 6M | +536.7% | +8.7% | +528.0% | +714.5% |
| YTD | +542.4% | +23.5% | +518.8% | +716.8% |
| 1Y | +446.0% | +18.9% | +427.1% | +596.3% |
| All | +492.7% | +15.8% | +476.9% | +668.5% |
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