-11.1%
TSLA vs PFG
+41.5%
-52.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | +3.4% | +6.4% | -3.0% | +2.4% |
| 3M | +17.4% | +2.2% | +15.2% | +16.9% |
| 6M | -12.2% | +16.3% | -28.4% | -15.1% |
| YTD | -13.1% | +33.2% | -46.3% | -19.5% |
| 1Y | -11.1% | +40.6% | -51.7% | -19.8% |
| All | -11.1% | +41.5% | -52.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling