+48.2%
TSLA vs PBF
+62.4%
-14.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.5% |
| 7D | +3.4% | +2.4% | +1.0% | +3.1% |
| 30D | +12.0% | +24.9% | -12.8% | +8.5% |
| 3M | -10.0% | +81.9% | -91.8% | -17.6% |
| 6M | -7.2% | +79.4% | -86.6% | -16.2% |
| YTD | -18.1% | +188.3% | -206.4% | -32.8% |
| 1Y | +6.3% | +177.3% | -171.0% | -13.5% |
| 3Y | +48.2% | +56.0% | -7.8% | +5.8% |
| All | +48.2% | +62.4% | -14.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling