+22,172.1%
TSLA vs PSKY
-33.8%
+22,205.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.8% |
| 7D | -7.3% | -24.6% | +17.3% | -0.8% |
| 30D | -1.2% | -36.1% | +35.0% | +10.3% |
| 3M | +65.3% | -39.9% | +105.2% | +79.2% |
| 6M | +65.3% | -39.9% | +105.2% | +79.2% |
| YTD | +65.3% | -39.9% | +105.2% | +79.2% |
| 1Y | +65.3% | -39.9% | +105.2% | +79.2% |
| 3Y | +39.7% | -40.7% | +80.4% | +50.9% |
| 5Y | +26.2% | -80.0% | +106.3% | +86.8% |
| 10Y | +2,607.6% | -84.4% | +2,692.1% | +3,375.3% |
| All | +22,172.1% | -33.8% | +22,205.9% | +12,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling