+22,131.9%
TSLA vs PFG
+722.9%
+21,409.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.1% |
| 7D | +1.5% | +5.5% | -4.0% | -1.2% |
| 30D | +10.1% | +2.4% | +7.8% | +8.7% |
| 3M | -15.4% | +13.6% | -29.0% | -21.0% |
| 6M | -12.8% | +27.9% | -40.7% | -23.4% |
| YTD | -21.3% | +35.6% | -56.8% | -33.2% |
| 1Y | +4.6% | +48.5% | -43.9% | -15.6% |
| 3Y | +44.5% | +66.9% | -22.3% | +11.1% |
| 5Y | +44.8% | +111.0% | -66.1% | 0.0% |
| 10Y | +2,585.4% | +244.5% | +2,340.9% | +1,210.6% |
| All | +22,131.9% | +722.9% | +21,409.0% | +6,335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling