+2,300.1%
TSLA vs PFGC
+478.7%
+1,821.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +21.4% | +2.4% | +19.0% | +19.4% |
| 6M | -8.3% | +15.7% | -24.0% | -13.6% |
| YTD | -11.6% | +22.3% | -33.9% | -18.9% |
| 1Y | -7.7% | +13.9% | -21.6% | -13.4% |
| 3Y | +85.2% | +80.3% | +4.9% | +50.5% |
| 5Y | +15.4% | +136.1% | -120.7% | -14.2% |
| 10Y | +3,061.7% | +347.9% | +2,713.8% | +1,689.5% |
| All | +2,300.1% | +478.7% | +1,821.3% | +1,228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling