+46.2%
TSLA vs PSA
+10.8%
+35.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +3.0% | -2.2% | +5.3% | +4.1% |
| 30D | +11.2% | -9.6% | +20.7% | +16.0% |
| 3M | -7.3% | -7.9% | +0.6% | -4.5% |
| 6M | -7.7% | -2.0% | -5.7% | -8.1% |
| YTD | -18.2% | +15.7% | -34.0% | -25.0% |
| 1Y | +6.0% | +5.8% | +0.2% | +1.3% |
| 3Y | +48.0% | +21.6% | +26.4% | +27.3% |
| 5Y | +46.2% | +13.1% | +33.0% | +25.9% |
| All | +46.2% | +10.8% | +35.3% | +25.9% |
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