+41.1%
TSLA vs PCG
+58.3%
-17.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.4% | -6.6% |
| 7D | +1.5% | -13.9% | +15.4% | +4.5% |
| 30D | +10.1% | -16.9% | +27.0% | +14.3% |
| 3M | -15.4% | -14.7% | -0.6% | -13.2% |
| 6M | -12.8% | -23.8% | +11.0% | -7.0% |
| YTD | -21.3% | -10.5% | -10.8% | -21.3% |
| 1Y | +4.6% | -5.1% | +9.7% | +1.7% |
| 3Y | +44.5% | -11.6% | +56.1% | +42.1% |
| All | +41.1% | +58.3% | -17.2% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling