+3,125.8%
TSLA vs PFE
+46.7%
+3,079.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | -1.7% | +10.6% | +9.3% |
| 30D | +6.3% | +0.3% | +5.9% | +6.2% |
| 3M | +14.8% | +9.4% | +5.4% | +12.3% |
| 6M | -12.4% | +14.9% | -27.3% | -15.4% |
| YTD | -13.2% | +23.8% | -37.0% | -17.8% |
| 1Y | -2.9% | +19.5% | -22.5% | -7.3% |
| 3Y | +74.4% | +21.0% | +53.4% | +62.6% |
| 5Y | +13.3% | -23.9% | +37.2% | +15.8% |
| All | +3,125.8% | +46.7% | +3,079.2% | +2,474.4% |
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