+2,737.0%
TSLA vs PEGA
+170.9%
+2,566.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | +3.0% | -6.1% | +9.2% | +5.8% |
| 30D | +11.2% | +6.4% | +4.8% | +7.9% |
| 3M | -7.3% | +2.9% | -10.2% | -10.3% |
| 6M | -7.7% | -23.8% | +16.1% | +0.5% |
| YTD | -18.2% | -41.1% | +22.8% | -1.8% |
| 1Y | +6.0% | -38.2% | +44.2% | +22.8% |
| 3Y | +48.0% | +49.8% | -1.8% | +0.7% |
| 5Y | +46.2% | -48.0% | +94.2% | +66.8% |
| 10Y | +2,737.0% | +173.1% | +2,563.9% | +1,650.8% |
| All | +2,737.0% | +170.9% | +2,566.1% | +1,650.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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