+15.5%
TSLA vs PRU
+42.1%
-26.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.5% |
| 7D | +8.9% | +3.6% | +5.3% | +6.0% |
| 30D | +6.3% | +8.9% | -2.6% | -1.1% |
| 3M | +14.8% | +0.2% | +14.6% | +13.7% |
| 6M | -12.4% | +23.7% | -36.1% | -27.1% |
| YTD | -13.2% | +13.7% | -27.0% | -23.3% |
| 1Y | -2.9% | +20.6% | -23.6% | -18.5% |
| 3Y | +74.4% | +56.3% | +18.1% | +19.0% |
| All | +15.5% | +42.1% | -26.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling