+2,664.3%
TSLA vs PG
+121.7%
+2,542.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +11.6% | +0.8% | +10.8% | +11.3% |
| 3M | -8.4% | -1.3% | -7.1% | -8.3% |
| 6M | -10.4% | -3.8% | -6.6% | -9.8% |
| YTD | -18.7% | +3.6% | -22.4% | -20.3% |
| 1Y | -0.9% | -5.7% | +4.8% | -0.1% |
| 3Y | +33.6% | +1.6% | +32.0% | +29.1% |
| 5Y | +48.9% | +14.6% | +34.3% | +34.8% |
| All | +2,664.3% | +121.7% | +2,542.6% | +1,775.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling