+41.1%
TSLA vs PTC
+6.0%
+35.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -2.2% |
| 7D | +1.5% | -10.3% | +11.8% | +8.5% |
| 30D | +10.1% | +1.1% | +9.0% | +9.1% |
| 3M | -15.4% | +1.6% | -17.0% | -18.0% |
| 6M | -12.8% | -13.5% | +0.7% | -6.4% |
| YTD | -21.3% | -19.1% | -2.2% | -11.8% |
| 1Y | +4.6% | -33.9% | +38.5% | +35.8% |
| 3Y | +44.5% | -3.9% | +48.4% | +33.9% |
| All | +41.1% | +6.0% | +35.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling