+63.4%
TSLA vs PPL
+56.0%
+7.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -5.2% | +5.4% | -10.6% | -5.2% |
| 3M | +12.1% | +4.3% | +7.8% | +12.1% |
| 6M | -10.2% | -1.3% | -8.8% | -10.0% |
| YTD | -20.3% | +4.7% | -25.0% | -21.1% |
| 1Y | -19.7% | +1.3% | -20.9% | -19.9% |
| 3Y | +63.4% | +57.2% | +6.1% | +47.0% |
| All | +63.4% | +56.0% | +7.3% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling