+74.4%
TSLA vs PFE
+19.5%
+54.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | -1.7% | +10.6% | +9.2% |
| 30D | +6.3% | +0.3% | +5.9% | +6.3% |
| 3M | +14.8% | +9.4% | +5.4% | +13.2% |
| 6M | -12.4% | +14.9% | -27.3% | -14.1% |
| YTD | -13.2% | +23.8% | -37.0% | -16.0% |
| 1Y | -2.9% | +19.5% | -22.5% | -5.5% |
| 3Y | +74.4% | +21.0% | +53.4% | +62.0% |
| All | +74.4% | +19.5% | +54.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling