+2,973.5%
TSLA vs PPL
+65.3%
+2,908.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | -0.8% | +4.3% | -5.1% | -2.3% |
| 3M | +14.8% | +2.9% | +11.8% | +13.4% |
| 6M | -11.3% | +1.1% | -12.4% | -12.3% |
| YTD | -15.6% | +4.5% | -20.0% | -17.8% |
| 1Y | -14.7% | +0.1% | -14.8% | -15.7% |
| 3Y | +76.9% | +55.7% | +21.2% | +45.1% |
| 5Y | +6.7% | +47.6% | -40.9% | -10.6% |
| 10Y | +2,973.5% | +66.8% | +2,906.6% | +2,402.0% |
| All | +2,973.5% | +65.3% | +2,908.1% | +2,402.0% |
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