+46.5%
TSLA vs PFGC
+110.5%
-64.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.8% | +5.0% |
| 7D | +3.4% | -2.4% | +5.8% | +4.8% |
| 30D | +12.0% | -15.8% | +27.8% | +22.8% |
| 3M | -10.0% | -0.6% | -9.4% | -10.4% |
| 6M | -7.2% | +10.7% | -17.9% | -13.7% |
| YTD | -18.1% | +7.6% | -25.8% | -23.7% |
| 1Y | +6.3% | -7.8% | +14.1% | +8.3% |
| 3Y | +48.2% | +63.7% | -15.6% | +7.3% |
| 5Y | +46.5% | +112.3% | -65.8% | -9.7% |
| All | +46.5% | +110.5% | -64.0% | -9.7% |
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