-15.1%
TSLA vs PR
+66.2%
-81.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.5% |
| 7D | -6.4% | -12.4% | +6.0% | -7.9% |
| 30D | -1.2% | -6.6% | +5.3% | -1.7% |
| 3M | +15.1% | +7.5% | +7.6% | +18.1% |
| 6M | -11.7% | +10.8% | -22.5% | -7.7% |
| YTD | -15.9% | +57.0% | -73.0% | -10.3% |
| All | -15.1% | +66.2% | -81.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling