+47.6%
TSLA vs PBR
+552.2%
-504.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +3.2% | +5.4% | -2.2% | +2.2% |
| 30D | +11.6% | +22.9% | -11.3% | +7.2% |
| 3M | -8.4% | +19.6% | -28.1% | -11.8% |
| 6M | -10.4% | +16.5% | -26.9% | -14.0% |
| YTD | -18.7% | +86.7% | -105.4% | -30.3% |
| 1Y | -0.9% | +74.7% | -75.6% | -13.8% |
| 3Y | +33.6% | +102.6% | -69.0% | +11.7% |
| All | +47.6% | +552.2% | -504.6% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling