+3,125.8%
TSLA vs PEG
+171.2%
+2,954.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -2.5% |
| 7D | +8.9% | +4.5% | +4.4% | +6.7% |
| 30D | +6.3% | +7.5% | -1.3% | +2.6% |
| 3M | +14.8% | +0.8% | +13.9% | +14.0% |
| 6M | -12.4% | 0.0% | -12.4% | -13.1% |
| YTD | -13.2% | -3.0% | -10.2% | -13.1% |
| 1Y | -2.9% | -4.7% | +1.8% | -1.9% |
| 3Y | +74.4% | +36.5% | +37.9% | +47.9% |
| 5Y | +13.3% | +44.4% | -31.1% | -8.0% |
| All | +3,125.8% | +171.2% | +2,954.6% | +1,921.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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