+2,681.1%
TSLA vs PR
+66.0%
+2,615.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | -10.4% | -16.4% | +6.0% | -8.1% |
| 30D | -5.2% | -1.9% | -3.3% | -5.0% |
| 3M | +12.1% | +8.0% | +4.2% | +10.8% |
| 6M | -10.2% | +4.1% | -14.3% | -11.1% |
| YTD | -20.3% | +58.7% | -79.0% | -26.1% |
| 1Y | -19.7% | +75.8% | -95.5% | -26.7% |
| 3Y | +63.4% | +73.2% | -9.8% | +48.9% |
| 5Y | -12.1% | +230.1% | -242.2% | -28.2% |
| All | +2,681.1% | +66.0% | +2,615.0% | +2,003.6% |
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