+2,664.3%
TSLA vs PBR
+697.0%
+1,967.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +3.2% | +5.4% | -2.2% | +1.8% |
| 30D | +11.6% | +22.9% | -11.3% | +5.6% |
| 3M | -8.4% | +19.6% | -28.1% | -13.1% |
| 6M | -10.4% | +16.5% | -26.9% | -15.1% |
| YTD | -18.7% | +86.7% | -105.4% | -32.7% |
| 1Y | -0.9% | +74.7% | -75.6% | -16.6% |
| 3Y | +33.6% | +102.6% | -69.0% | +6.4% |
| 5Y | +48.9% | +566.6% | -517.7% | -19.6% |
| All | +2,664.3% | +697.0% | +1,967.3% | +1,195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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