-13.3%
TSLA vs PG
+15.9%
-29.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.6% | -2.4% |
| 7D | -4.7% | +5.7% | -10.4% | -3.1% |
| 30D | +1.7% | +15.4% | -13.7% | +5.7% |
| 3M | +17.7% | +13.8% | +3.9% | +21.8% |
| 6M | -1.9% | +18.3% | -20.2% | +2.7% |
| YTD | -14.3% | +20.1% | -34.5% | -9.5% |
| 1Y | -13.3% | +17.0% | -30.3% | -12.3% |
| All | -13.3% | +15.9% | -29.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling