+1,632.0%
TSLA vs PDD
+210.2%
+1,421.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.4% |
| 30D | +10.1% | -9.6% | +19.7% | +12.4% |
| 3M | -15.4% | -4.3% | -11.1% | -14.9% |
| 6M | -12.8% | -18.8% | +6.0% | -9.4% |
| YTD | -21.3% | -27.5% | +6.2% | -16.3% |
| 1Y | +4.6% | -33.6% | +38.2% | +13.4% |
| 3Y | +44.5% | -20.4% | +64.9% | +42.5% |
| 5Y | +44.8% | -19.6% | +64.4% | +26.6% |
| All | +1,632.0% | +210.2% | +1,421.8% | +1,064.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 all: compounded portfolio wealth divided by compounded PDD 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…
all analysis · Full analysis span regression · 6 months rolling