+3,125.8%
TSLA vs PBF
+260.7%
+2,865.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +8.9% | +6.5% | +2.5% | +8.2% |
| 30D | +6.3% | -20.0% | +26.3% | +8.8% |
| 3M | +14.8% | -3.3% | +18.1% | +14.6% |
| 6M | -12.4% | +76.8% | -89.2% | -18.6% |
| YTD | -13.2% | +168.9% | -182.2% | -24.2% |
| 1Y | -2.9% | +96.4% | -99.3% | -12.2% |
| 3Y | +74.4% | +77.2% | -2.8% | +54.0% |
| 5Y | +13.3% | +417.7% | -404.5% | -14.1% |
| All | +3,125.8% | +260.7% | +2,865.1% | +2,299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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