-14.7%
TSLA vs PEGA
-46.9%
+32.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -4.7% | -8.2% | +3.5% | -4.0% |
| 30D | -0.8% | -11.6% | +10.8% | +0.2% |
| 3M | +14.8% | -4.2% | +18.9% | +14.7% |
| 6M | -11.3% | -12.0% | +0.6% | -10.4% |
| YTD | -15.6% | -46.9% | +31.4% | -7.7% |
| 1Y | -14.7% | -47.0% | +32.3% | -7.2% |
| All | -14.7% | -46.9% | +32.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling