-13.3%
TSLA vs PPG
+38.5%
-51.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.5% |
| 7D | -4.7% | +7.5% | -12.2% | -6.4% |
| 30D | +1.7% | +20.9% | -19.2% | -3.1% |
| 3M | +17.7% | +8.7% | +9.0% | +15.2% |
| 6M | -1.9% | +23.8% | -25.7% | -6.8% |
| YTD | -14.3% | +26.5% | -40.9% | -17.6% |
| 1Y | -13.3% | +37.6% | -50.9% | -13.6% |
| All | -13.3% | +38.5% | -51.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling