+63.4%
TSLA vs PRU
+46.4%
+16.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.9% | +6.2% |
| 7D | -10.4% | +2.4% | -12.8% | -12.3% |
| 30D | -5.2% | +6.1% | -11.3% | -10.1% |
| 3M | +12.1% | -0.7% | +12.8% | +11.8% |
| 6M | -10.2% | +22.1% | -32.2% | -25.1% |
| YTD | -20.3% | +9.8% | -30.1% | -27.7% |
| 1Y | -19.7% | +19.4% | -39.0% | -32.8% |
| 3Y | +63.4% | +50.4% | +13.0% | +20.3% |
| All | +63.4% | +46.4% | +16.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling