+2,883.7%
TSLA vs PCG
-77.2%
+2,960.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.4% |
| 7D | -6.4% | -1.1% | -5.3% | -6.3% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | +15.1% | -24.4% | +39.5% | +17.2% |
| 6M | -11.7% | -17.7% | +5.9% | -10.8% |
| YTD | -15.9% | -17.4% | +1.5% | -15.2% |
| 1Y | -12.0% | -19.4% | +7.4% | -11.0% |
| 3Y | +80.0% | -18.6% | +98.6% | +81.6% |
| 5Y | +10.8% | +10.2% | +0.6% | +9.2% |
| 10Y | +2,883.7% | -76.7% | +2,960.4% | +2,964.1% |
| All | +2,883.7% | -77.2% | +2,960.9% | +2,964.1% |
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 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