+22,994.0%
TSLA vs PG
+278.9%
+22,715.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +3.0% | -3.4% | +6.4% | +4.2% |
| 30D | +11.2% | -2.6% | +13.8% | +12.1% |
| 3M | -7.3% | -3.3% | -3.9% | -6.5% |
| 6M | -7.7% | -6.7% | -1.0% | -6.0% |
| YTD | -18.2% | +1.7% | -20.0% | -19.5% |
| 1Y | +6.0% | -7.9% | +13.9% | +7.9% |
| 3Y | +48.0% | +0.9% | +47.1% | +42.5% |
| 5Y | +46.2% | +12.6% | +33.5% | +32.0% |
| 10Y | +2,737.0% | +117.2% | +2,619.8% | +1,735.4% |
| All | +22,994.0% | +278.9% | +22,715.1% | +9,728.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling