+38.0%
TSLA vs PCG
-11.7%
+49.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.4% | -6.3% |
| 7D | +1.5% | -13.9% | +15.4% | +3.3% |
| 30D | +10.1% | -16.9% | +27.0% | +12.7% |
| 3M | -15.4% | -14.7% | -0.6% | -14.1% |
| 6M | -12.8% | -23.8% | +11.0% | -8.5% |
| YTD | -21.3% | -10.5% | -10.8% | -21.7% |
| 1Y | +4.6% | -5.1% | +9.7% | +1.3% |
| All | +38.0% | -11.7% | +49.8% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling