+3,125.8%
TSLA vs PH
+700.2%
+2,425.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +4.3% | +4.6% | +6.1% |
| 30D | +6.3% | +0.1% | +6.1% | +6.1% |
| 3M | +14.8% | -9.4% | +24.2% | +21.7% |
| 6M | -12.4% | +8.8% | -21.1% | -17.8% |
| YTD | -13.2% | +9.6% | -22.9% | -20.1% |
| 1Y | -2.9% | +14.4% | -17.4% | -13.2% |
| 3Y | +74.4% | +134.5% | -60.1% | +1.0% |
| 5Y | +13.3% | +204.4% | -191.2% | -44.5% |
| All | +3,125.8% | +700.2% | +2,425.6% | +832.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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