-7.6%
TSLA vs PFE
-21.9%
+14.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +4.5% |
| 7D | -10.4% | -3.7% | -6.7% | -9.9% |
| 30D | -5.2% | +5.0% | -10.1% | -5.9% |
| 3M | +12.1% | +12.2% | -0.1% | +10.1% |
| 6M | -10.2% | +14.6% | -24.7% | -12.0% |
| YTD | -20.3% | +24.1% | -44.5% | -23.0% |
| 1Y | -19.7% | +26.6% | -46.2% | -22.6% |
| 3Y | +63.4% | +14.3% | +49.1% | +56.0% |
| All | -7.6% | -21.9% | +14.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling