+2,038.2%
TSLA vs PFGC
+419.1%
+1,619.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | +1.5% | -2.2% | +3.7% | +2.3% |
| 30D | +10.1% | -11.9% | +22.1% | +14.7% |
| 3M | -15.4% | +5.0% | -20.4% | -17.1% |
| 6M | -12.8% | +8.6% | -21.4% | -15.6% |
| YTD | -21.3% | +9.7% | -31.0% | -24.5% |
| 1Y | +4.6% | -6.3% | +10.9% | +5.3% |
| 3Y | +44.5% | +58.2% | -13.7% | +23.3% |
| 5Y | +44.8% | +110.4% | -65.6% | +12.5% |
| 10Y | +2,585.4% | +272.8% | +2,312.7% | +1,497.3% |
| All | +2,038.2% | +419.1% | +1,619.1% | +1,135.2% |
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