+15.5%
TSLA vs PFGC
+138.1%
-122.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +8.9% | +3.4% | +5.5% | +7.1% |
| 30D | +6.3% | +16.9% | -10.6% | -3.2% |
| 3M | +14.8% | +6.4% | +8.4% | +9.8% |
| 6M | -12.4% | +16.0% | -28.4% | -20.9% |
| YTD | -13.2% | +23.6% | -36.9% | -25.8% |
| 1Y | -2.9% | +16.6% | -19.5% | -14.3% |
| 3Y | +74.4% | +82.3% | -7.8% | +17.9% |
| All | +15.5% | +138.1% | -122.6% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling