+2,973.5%
TSLA vs PR
+65.1%
+2,908.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -4.7% | -9.5% | +4.8% | -3.3% |
| 30D | -0.8% | -5.7% | +4.9% | 0.0% |
| 3M | +14.8% | +3.0% | +11.8% | +14.2% |
| 6M | -11.3% | +11.8% | -23.2% | -13.1% |
| YTD | -15.6% | +58.5% | -74.0% | -21.7% |
| 1Y | -14.7% | +69.9% | -84.6% | -21.7% |
| 3Y | +76.9% | +84.9% | -8.0% | +60.0% |
| 5Y | +6.7% | +246.4% | -239.8% | -13.3% |
| 10Y | +2,973.5% | +70.3% | +2,903.2% | +2,253.0% |
| All | +2,973.5% | +65.1% | +2,908.4% | +2,253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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