+56.7%
TSLA vs PR
+61.1%
-4.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.9% | -5.9% | -9.1% |
| 7D | -14.8% | -16.5% | +1.8% | -9.5% |
| 30D | -9.7% | -4.5% | -5.2% | -8.5% |
| 3M | +6.9% | +8.5% | -1.7% | +3.2% |
| 6M | -11.7% | -3.3% | -8.4% | -11.7% |
| YTD | -23.6% | +55.7% | -79.3% | -39.7% |
| 1Y | -25.6% | +82.0% | -107.7% | -46.3% |
| All | +56.7% | +61.1% | -4.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling