+2,973.5%
TSLA vs PH
+737.8%
+2,235.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -4.7% | +2.1% | -6.8% | -5.8% |
| 30D | -0.8% | +0.3% | -1.0% | -1.0% |
| 3M | +14.8% | -8.8% | +23.6% | +21.2% |
| 6M | -11.3% | +10.0% | -21.4% | -17.4% |
| YTD | -15.6% | +10.5% | -26.0% | -22.6% |
| 1Y | -14.7% | +15.5% | -30.2% | -24.1% |
| 3Y | +76.9% | +136.4% | -59.4% | +1.9% |
| 5Y | +6.7% | +213.6% | -206.9% | -48.6% |
| 10Y | +2,973.5% | +713.9% | +2,259.6% | +780.3% |
| All | +2,973.5% | +737.8% | +2,235.7% | +780.3% |
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