+3,125.8%
TSLA vs PFG
+184.0%
+2,941.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | +8.9% | +2.4% | +6.6% | +7.6% |
| 30D | +6.3% | +5.9% | +0.4% | +3.2% |
| 3M | +14.8% | -0.4% | +15.2% | +14.7% |
| 6M | -12.4% | +14.8% | -27.2% | -19.0% |
| YTD | -13.2% | +31.9% | -45.1% | -25.7% |
| 1Y | -2.9% | +38.8% | -41.7% | -19.2% |
| 3Y | +74.4% | +82.4% | -8.0% | +28.2% |
| 5Y | +13.3% | +94.7% | -81.4% | -18.6% |
| All | +3,125.8% | +184.0% | +2,941.9% | +1,637.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling