+6.3%
TSLA vs PCG
-0.4%
+6.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.3% | +4.3% |
| 7D | +3.4% | +5.4% | -2.0% | +3.8% |
| 30D | +12.0% | -15.1% | +27.2% | +11.2% |
| 3M | -10.0% | -9.8% | -0.2% | -10.3% |
| 6M | -7.2% | -18.0% | +10.8% | -6.8% |
| YTD | -18.1% | -7.2% | -10.9% | -18.5% |
| 1Y | +6.3% | +2.9% | +3.4% | +3.1% |
| All | +6.3% | -0.4% | +6.7% | +3.1% |
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