+22,131.9%
TSLA vs PCG
-54.0%
+22,185.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.4% | -6.1% |
| 7D | +1.5% | -13.9% | +15.4% | +2.5% |
| 30D | +10.1% | -16.9% | +27.0% | +11.5% |
| 3M | -15.4% | -14.7% | -0.6% | -14.6% |
| 6M | -12.8% | -23.8% | +11.0% | -11.0% |
| YTD | -21.3% | -10.5% | -10.8% | -21.0% |
| 1Y | +4.6% | -5.1% | +9.7% | +4.3% |
| 3Y | +44.5% | -11.6% | +56.1% | +44.8% |
| 5Y | +44.8% | +59.0% | -14.2% | +38.4% |
| 10Y | +2,585.4% | -75.7% | +2,661.1% | +3,018.9% |
| All | +22,131.9% | -54.0% | +22,185.9% | +20,813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling