+63.4%
TSLA vs PR
+64.2%
-0.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.6% |
| 7D | -10.4% | -16.4% | +6.0% | -4.9% |
| 30D | -5.2% | -1.9% | -3.3% | -4.8% |
| 3M | +12.1% | +8.0% | +4.2% | +8.5% |
| 6M | -10.2% | +4.1% | -14.3% | -12.6% |
| YTD | -20.3% | +58.7% | -79.0% | -37.5% |
| 1Y | -19.7% | +75.8% | -95.5% | -40.6% |
| 3Y | +63.4% | +73.2% | -9.8% | +19.5% |
| All | +63.4% | +64.2% | -0.9% | +19.5% |
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