-10.2%
TSLA vs PLD
-9.0%
-1.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +4.5% |
| 7D | -10.4% | -0.8% | -9.6% | -10.0% |
| 30D | -5.2% | -0.3% | -4.9% | -4.8% |
| 3M | +12.1% | -8.0% | +20.1% | +13.5% |
| 6M | -10.2% | -9.8% | -0.4% | -7.5% |
| All | -10.2% | -9.0% | -1.2% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling