-7.7%
TSLA vs PG
-5.5%
-2.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.5% |
| 7D | +3.0% | -3.4% | +6.4% | +2.4% |
| 30D | +11.2% | -2.6% | +13.8% | +10.5% |
| 3M | -7.3% | -3.3% | -3.9% | -7.6% |
| 6M | -7.7% | -6.7% | -1.0% | -3.8% |
| All | -7.7% | -5.5% | -2.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling