+2,737.0%
TSLA vs PFE
+33.5%
+2,703.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -4.3% | +7.3% | +4.1% |
| 30D | +11.2% | +2.7% | +8.5% | +10.5% |
| 3M | -7.3% | +10.0% | -17.3% | -9.4% |
| 6M | -7.7% | +7.2% | -14.9% | -9.3% |
| YTD | -18.2% | +17.3% | -35.5% | -21.4% |
| 1Y | +6.0% | +20.3% | -14.3% | +1.0% |
| 3Y | +48.0% | -1.6% | +49.6% | +45.7% |
| 5Y | +46.2% | -21.4% | +67.5% | +47.0% |
| 10Y | +2,737.0% | +35.2% | +2,701.8% | +2,409.7% |
| All | +2,737.0% | +33.5% | +2,703.5% | +2,409.7% |
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 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