+34.4%
TSLA vs PEG
+32.2%
+2.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | -1.7% | +12.9% | +11.9% |
| 3M | -7.3% | -6.8% | -0.5% | -4.8% |
| 6M | -7.7% | -11.4% | +3.6% | -2.9% |
| YTD | -18.2% | -7.2% | -11.0% | -16.6% |
| 1Y | +6.0% | -6.1% | +12.1% | +7.0% |
| All | +34.4% | +32.2% | +2.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling