-13.3%
TSLA vs PRU
+27.9%
-41.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.6% | -9.9% | -5.2% |
| 7D | -4.7% | +9.8% | -14.5% | -7.5% |
| 30D | +1.7% | +11.6% | -9.9% | -2.1% |
| 3M | +17.7% | +3.7% | +14.0% | +16.7% |
| 6M | -1.9% | +33.0% | -34.8% | -13.0% |
| YTD | -14.3% | +16.6% | -30.9% | -21.8% |
| 1Y | -13.3% | +26.9% | -40.2% | -18.7% |
| All | -13.3% | +27.9% | -41.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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