-11.1%
TSLA vs PCG
-20.1%
+9.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.8% |
| 7D | +1.5% | -2.2% | +3.7% | +1.3% |
| 30D | +3.4% | -0.5% | +3.8% | +3.3% |
| 3M | +17.4% | -24.0% | +41.4% | +14.1% |
| 6M | -12.2% | -18.6% | +6.4% | -14.0% |
| YTD | -13.1% | -17.7% | +4.6% | -13.9% |
| 1Y | -11.1% | -20.0% | +8.9% | -9.3% |
| All | -11.1% | -20.1% | +9.0% | -9.3% |
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