+1,986.8%
TSLA vs PR
+169.5%
+1,817.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.7% |
| 7D | +1.5% | +2.9% | -1.4% | +1.1% |
| 30D | +10.1% | +18.0% | -7.9% | +7.6% |
| 3M | -15.4% | +16.9% | -32.2% | -17.4% |
| 6M | -12.8% | +28.2% | -41.0% | -16.3% |
| YTD | -21.3% | +69.3% | -90.6% | -27.5% |
| 1Y | +4.6% | +69.5% | -64.9% | -3.9% |
| 3Y | +44.5% | +81.7% | -37.2% | +30.8% |
| 5Y | +44.8% | +422.2% | -377.4% | +12.5% |
| 10Y | +2,585.4% | +110.4% | +2,475.0% | +1,967.5% |
| All | +1,986.8% | +169.5% | +1,817.4% | +1,520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling