+38.0%
TSLA vs PPL
+57.3%
-19.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +2.7% | -1.1% | +1.4% |
| 30D | +10.1% | +0.5% | +9.7% | +10.1% |
| 3M | -15.4% | +0.7% | -16.0% | -15.7% |
| 6M | -12.8% | -7.6% | -5.2% | -12.2% |
| YTD | -21.3% | +1.8% | -23.1% | -22.1% |
| 1Y | +4.6% | -0.8% | +5.3% | +4.0% |
| All | +38.0% | +57.3% | -19.2% | +20.1% |
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