+3,125.8%
TSLA vs PPL
+67.2%
+3,058.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | +8.9% | -0.4% | +9.3% | +9.0% |
| 30D | +6.3% | +2.6% | +3.6% | +5.2% |
| 3M | +14.8% | +0.8% | +14.0% | +14.1% |
| 6M | -12.4% | +1.4% | -13.8% | -13.4% |
| YTD | -13.2% | +4.3% | -17.5% | -15.6% |
| 1Y | -2.9% | +0.8% | -3.7% | -4.4% |
| 3Y | +74.4% | +57.9% | +16.5% | +42.3% |
| 5Y | +13.3% | +48.3% | -35.0% | -5.3% |
| All | +3,125.8% | +67.2% | +3,058.7% | +2,555.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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