+2,650.1%
TSLA vs PEG
+148.3%
+2,501.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | +9.2% | -2.8% | +12.0% | +10.6% |
| 3M | -4.7% | -6.9% | +2.2% | -1.9% |
| 6M | -8.9% | -11.4% | +2.5% | -4.4% |
| YTD | -19.2% | -7.4% | -11.8% | -17.1% |
| 1Y | +4.5% | -8.3% | +12.8% | +7.5% |
| 3Y | +46.3% | +31.5% | +14.8% | +26.5% |
| 5Y | +48.1% | +38.0% | +10.2% | +23.2% |
| All | +2,650.1% | +148.3% | +2,501.8% | +1,675.7% |
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