+2,698.1%
TSLA vs PCG
-75.0%
+2,773.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.3% | +3.7% |
| 7D | +3.4% | +5.4% | -2.0% | +2.9% |
| 30D | +12.0% | -15.1% | +27.2% | +13.1% |
| 3M | -10.0% | -9.8% | -0.2% | -9.6% |
| 6M | -7.2% | -18.0% | +10.8% | -6.1% |
| YTD | -18.1% | -7.2% | -10.9% | -18.1% |
| 1Y | +6.3% | +2.9% | +3.4% | +5.3% |
| 3Y | +48.2% | -11.1% | +59.2% | +48.4% |
| 5Y | +46.5% | +61.8% | -15.3% | +40.9% |
| 10Y | +2,698.1% | -75.2% | +2,773.3% | +2,858.6% |
| All | +2,698.1% | -75.0% | +2,773.1% | +2,858.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling