-13.3%
TSLA vs PCG
-14.1%
+0.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.3% |
| 7D | -4.7% | +1.9% | -6.6% | -4.6% |
| 30D | +1.7% | +8.5% | -6.8% | +2.4% |
| 3M | +17.7% | -22.9% | +40.6% | +14.4% |
| 6M | -1.9% | -16.8% | +14.9% | -3.8% |
| YTD | -14.3% | -15.8% | +1.4% | -15.0% |
| 1Y | -13.3% | -16.0% | +2.7% | -14.1% |
| All | -13.3% | -14.1% | +0.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling