+2,664.3%
TSLA vs PTEN
-15.6%
+2,679.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | +3.5% | -0.3% | +2.6% |
| 30D | +11.6% | +17.5% | -6.0% | +8.2% |
| 3M | -8.4% | +12.7% | -21.2% | -11.1% |
| 6M | -10.4% | +33.1% | -43.5% | -16.7% |
| YTD | -18.7% | +116.4% | -135.2% | -31.5% |
| 1Y | -0.9% | +141.2% | -142.1% | -18.5% |
| 3Y | +33.6% | -3.8% | +37.4% | +25.5% |
| 5Y | +48.9% | +92.7% | -43.8% | +19.0% |
| All | +2,664.3% | -15.6% | +2,679.9% | +1,980.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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