+6.7%
TSLA vs PFG
+102.7%
-96.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.1% |
| 7D | -4.7% | +3.0% | -7.7% | -6.7% |
| 30D | -0.8% | +8.2% | -8.9% | -6.3% |
| 3M | +14.8% | +2.7% | +12.1% | +12.0% |
| 6M | -11.3% | +17.2% | -28.6% | -22.5% |
| YTD | -15.6% | +34.8% | -50.3% | -34.5% |
| 1Y | -14.7% | +43.6% | -58.3% | -37.4% |
| 3Y | +76.9% | +85.4% | -8.5% | +5.7% |
| 5Y | +6.7% | +102.2% | -95.5% | -41.4% |
| All | +6.7% | +102.7% | -96.0% | -41.4% |
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