+46.5%
TSLA vs PFG
+110.7%
-64.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.0% |
| 7D | +3.4% | +6.0% | -2.6% | -1.0% |
| 30D | +12.0% | +2.2% | +9.8% | +10.1% |
| 3M | -10.0% | +10.4% | -20.3% | -16.9% |
| 6M | -7.2% | +27.8% | -35.0% | -23.9% |
| YTD | -18.1% | +33.6% | -51.8% | -35.7% |
| 1Y | +6.3% | +49.3% | -43.0% | -24.2% |
| 3Y | +48.2% | +69.7% | -21.6% | -4.5% |
| 5Y | +46.5% | +111.3% | -64.8% | -19.7% |
| All | +46.5% | +110.7% | -64.2% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling