+33.6%
TSLA vs PGR
+75.0%
-41.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.6% |
| 7D | +3.2% | -0.6% | +3.8% | +3.1% |
| 30D | +11.6% | +4.9% | +6.6% | +12.2% |
| 3M | -8.4% | +7.6% | -16.1% | -7.9% |
| 6M | -10.4% | +8.3% | -18.6% | -9.7% |
| YTD | -18.7% | +1.7% | -20.5% | -18.0% |
| 1Y | -0.9% | -6.8% | +5.9% | +1.1% |
| 3Y | +33.6% | +73.4% | -39.9% | +58.0% |
| All | +33.6% | +75.0% | -41.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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