+10.3%
TSLA vs PSA
+27.5%
-17.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | -2.1% | +3.5% | +2.4% |
| 30D | +3.4% | +16.2% | -12.8% | -3.3% |
| 3M | +17.4% | +4.3% | +13.1% | +15.1% |
| 6M | -12.2% | +9.9% | -22.0% | -16.6% |
| YTD | -13.1% | +33.3% | -46.4% | -25.4% |
| 1Y | -11.1% | +25.8% | -36.9% | -21.5% |
| 3Y | +82.1% | +54.8% | +27.3% | +37.8% |
| 5Y | +10.3% | +27.5% | -17.3% | -12.9% |
| All | +10.3% | +27.5% | -17.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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