-7.6%
TSLA vs PLD
-0.1%
-7.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +5.0% |
| 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% | +18.0% |
| 6M | -10.2% | -9.8% | -0.4% | -5.0% |
| YTD | -20.3% | +1.8% | -22.1% | -22.6% |
| 1Y | -19.7% | +5.6% | -25.3% | -24.0% |
| 3Y | +63.4% | +33.3% | +30.1% | +27.3% |
| All | -7.6% | -0.1% | -7.5% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling