+63.4%
TSLA vs PTC
+32.2%
+31.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -10.4% | -0.2% | -10.2% | -10.3% |
| 30D | -5.2% | +0.8% | -5.9% | -5.4% |
| 3M | +12.1% | +32.1% | -20.0% | +0.5% |
| 6M | -10.2% | +42.6% | -52.8% | -23.6% |
| YTD | -20.3% | +12.0% | -32.3% | -21.4% |
| 1Y | -19.7% | +12.2% | -31.8% | -21.0% |
| 3Y | +63.4% | +31.2% | +32.2% | +14.0% |
| All | +63.4% | +32.2% | +31.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling