+47.6%
TSLA vs PGR
+159.7%
-112.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +11.6% | +4.9% | +6.6% | +11.4% |
| 3M | -8.4% | +7.6% | -16.1% | -9.1% |
| 6M | -10.4% | +8.3% | -18.6% | -11.2% |
| YTD | -18.7% | +1.7% | -20.5% | -18.9% |
| 1Y | -0.9% | -6.8% | +5.9% | +0.2% |
| 3Y | +33.6% | +73.4% | -39.9% | +22.9% |
| All | +47.6% | +159.7% | -112.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling