-2.9%
TSLA vs PPL
+0.2%
-3.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.3% |
| 7D | +8.9% | -0.4% | +9.3% | +8.8% |
| 30D | +6.3% | +2.6% | +3.6% | +7.4% |
| 3M | +14.8% | +0.8% | +14.0% | +15.4% |
| 6M | -12.4% | +1.4% | -13.8% | -11.9% |
| YTD | -13.2% | +4.3% | -17.5% | -13.0% |
| 1Y | -2.9% | +0.8% | -3.7% | -1.9% |
| All | -2.9% | +0.2% | -3.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling