+2,681.1%
TSLA vs PLD
+236.3%
+2,444.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +4.9% |
| 7D | -10.4% | -0.8% | -9.6% | -9.9% |
| 30D | -5.2% | -0.3% | -4.9% | -5.1% |
| 3M | +12.1% | -8.0% | +20.1% | +17.5% |
| 6M | -10.2% | -9.8% | -0.4% | -5.4% |
| YTD | -20.3% | +1.8% | -22.1% | -22.2% |
| 1Y | -19.7% | +5.6% | -25.3% | -23.4% |
| 3Y | +63.4% | +33.3% | +30.1% | +33.1% |
| 5Y | -12.1% | +0.3% | -12.3% | -17.2% |
| All | +2,681.1% | +236.3% | +2,444.8% | +1,459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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