-2.9%
TSLA vs PR
+78.8%
-81.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | +8.9% | +6.0% | +3.0% | +9.4% |
| 30D | +6.3% | -4.2% | +10.5% | +5.5% |
| 3M | +14.8% | +10.0% | +4.8% | +17.3% |
| 6M | -12.4% | +15.6% | -28.0% | -8.3% |
| YTD | -13.2% | +68.2% | -81.4% | -5.8% |
| 1Y | -2.9% | +79.2% | -82.1% | +0.3% |
| All | -2.9% | +78.8% | -81.7% | +0.3% |
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