+2,650.1%
TSLA vs PFGC
+294.6%
+2,355.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | -3.4% | -4.8% | +1.4% | -1.8% |
| 30D | +9.2% | -17.2% | +26.4% | +16.3% |
| 3M | -4.7% | -6.3% | +1.6% | -2.9% |
| 6M | -8.9% | +8.8% | -17.8% | -12.1% |
| YTD | -19.2% | +4.9% | -24.1% | -21.5% |
| 1Y | +4.5% | -9.5% | +14.0% | +6.5% |
| 3Y | +46.3% | +59.6% | -13.3% | +23.9% |
| 5Y | +48.1% | +113.5% | -65.4% | +13.8% |
| All | +2,650.1% | +294.6% | +2,355.5% | +1,527.0% |
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