+2,664.3%
TSLA vs PNR
+66.2%
+2,598.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -6.0% | +9.2% | +7.1% |
| 30D | +11.6% | -14.0% | +25.6% | +22.0% |
| 3M | -8.4% | -21.7% | +13.2% | +4.3% |
| 6M | -10.4% | -37.3% | +26.9% | +16.1% |
| YTD | -18.7% | -45.1% | +26.4% | +13.5% |
| 1Y | -0.9% | -49.1% | +48.2% | +45.0% |
| 3Y | +33.6% | -14.8% | +48.4% | +40.7% |
| 5Y | +48.9% | -21.0% | +69.9% | +59.4% |
| All | +2,664.3% | +66.2% | +2,598.1% | +1,751.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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