+22,994.0%
TSLA vs PPG
+370.9%
+22,623.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.3% |
| 7D | +3.0% | -3.7% | +6.8% | +5.3% |
| 30D | +11.2% | -7.2% | +18.4% | +16.2% |
| 3M | -7.3% | -7.3% | +0.1% | -3.3% |
| 6M | -7.7% | +0.3% | -8.0% | -9.4% |
| YTD | -18.2% | +6.5% | -24.7% | -23.5% |
| 1Y | +6.0% | +0.5% | +5.5% | +2.2% |
| 3Y | +48.0% | -15.3% | +63.3% | +58.3% |
| 5Y | +46.2% | -22.9% | +69.1% | +62.3% |
| 10Y | +2,737.0% | +28.4% | +2,708.6% | +2,011.8% |
| All | +22,994.0% | +370.9% | +22,623.1% | +8,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling