+38.0%
TSLA vs PR
+73.2%
-35.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.4% |
| 7D | +1.5% | +2.9% | -1.4% | +0.6% |
| 30D | +10.1% | +18.0% | -7.9% | +4.4% |
| 3M | -15.4% | +16.9% | -32.2% | -19.9% |
| 6M | -12.8% | +28.2% | -41.0% | -21.7% |
| YTD | -21.3% | +69.3% | -90.6% | -37.5% |
| 1Y | +4.6% | +69.5% | -64.9% | -17.8% |
| All | +38.0% | +73.2% | -35.1% | +0.4% |
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