+3,185.6%
TSLA vs PFGC
+346.1%
+2,839.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +15.6% | +0.3% | +15.4% | +15.5% |
| 30D | +5.9% | +16.1% | -10.2% | 0.0% |
| 3M | +21.4% | +2.4% | +19.0% | +19.4% |
| 6M | -8.3% | +15.7% | -24.0% | -13.8% |
| YTD | -11.6% | +22.3% | -33.9% | -19.1% |
| 1Y | -7.7% | +13.9% | -21.6% | -13.6% |
| 3Y | +85.2% | +80.3% | +4.9% | +49.4% |
| 5Y | +15.4% | +136.1% | -120.7% | -15.1% |
| All | +3,185.6% | +346.1% | +2,839.5% | +1,787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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