+49.9%
TSLA vs PSKY
-71.6%
+121.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.1% |
| 7D | +3.0% | -6.8% | +9.9% | +4.6% |
| 30D | +11.2% | +10.2% | +0.9% | +8.8% |
| 3M | -7.3% | +0.3% | -7.6% | -7.5% |
| 6M | -7.7% | -7.8% | 0.0% | -6.7% |
| YTD | -18.2% | -23.0% | +4.8% | -14.7% |
| 1Y | +6.0% | -31.6% | +37.7% | +12.3% |
| 3Y | +48.0% | -21.3% | +69.3% | +39.5% |
| All | +49.9% | -71.6% | +121.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling