+2,650.1%
TSLA vs PSKY
-75.1%
+2,725.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.5% |
| 7D | -3.4% | -6.0% | +2.6% | -2.0% |
| 30D | +9.2% | +10.7% | -1.4% | +6.6% |
| 3M | -4.7% | +1.2% | -5.9% | -5.2% |
| 6M | -8.9% | +1.5% | -10.4% | -9.8% |
| YTD | -19.2% | -21.8% | +2.6% | -15.8% |
| 1Y | +4.5% | -30.2% | +34.7% | +10.6% |
| 3Y | +46.3% | -20.1% | +66.4% | +37.7% |
| 5Y | +48.1% | -70.5% | +118.6% | +77.1% |
| All | +2,650.1% | -75.1% | +2,725.2% | +2,376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling