+74.4%
TSLA vs PRU
+56.8%
+17.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.5% |
| 7D | +8.9% | +3.6% | +5.3% | +6.1% |
| 30D | +6.3% | +8.9% | -2.6% | -1.1% |
| 3M | +14.8% | +0.2% | +14.6% | +13.9% |
| 6M | -12.4% | +23.7% | -36.1% | -27.5% |
| YTD | -13.2% | +13.7% | -27.0% | -23.4% |
| 1Y | -2.9% | +20.6% | -23.6% | -19.0% |
| 3Y | +74.4% | +56.3% | +18.1% | +17.1% |
| All | +74.4% | +56.8% | +17.7% | +17.1% |
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