+1,919.0%
TSLA vs PINS
-23.0%
+1,942.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +3.0% |
| 7D | +3.0% | -13.9% | +16.9% | +8.0% |
| 30D | +11.2% | -25.0% | +36.2% | +21.7% |
| 3M | -7.3% | -16.6% | +9.3% | -2.6% |
| 6M | -7.7% | -7.0% | -0.8% | -7.4% |
| YTD | -18.2% | -29.4% | +11.2% | -11.2% |
| 1Y | +6.0% | -49.9% | +55.9% | +27.1% |
| 3Y | +48.0% | -33.6% | +81.7% | +53.1% |
| 5Y | +46.2% | -66.8% | +113.0% | +71.5% |
| All | +1,919.0% | -23.0% | +1,942.0% | +1,305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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