+4.6%
TSLA vs PFE
+22.9%
-18.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | +1.5% | +1.8% | -0.2% | +1.2% |
| 30D | +10.1% | +10.2% | -0.1% | +8.8% |
| 3M | -15.4% | +12.7% | -28.1% | -16.2% |
| 6M | -12.8% | +10.5% | -23.3% | -13.0% |
| YTD | -21.3% | +20.2% | -41.4% | -22.1% |
| 1Y | +4.6% | +24.1% | -19.5% | +2.1% |
| All | +4.6% | +22.9% | -18.3% | +2.1% |
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