+10.8%
TSLA vs PEGA
-47.0%
+57.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.5% | +6.9% |
| 7D | -6.4% | -10.0% | +3.6% | -3.0% |
| 30D | -1.2% | -12.7% | +11.5% | +3.0% |
| 3M | +15.1% | -4.6% | +19.6% | +15.7% |
| 6M | -11.7% | -13.1% | +1.3% | -9.9% |
| YTD | -15.9% | -47.6% | +31.6% | +1.8% |
| 1Y | -12.0% | -47.0% | +35.0% | +5.9% |
| 3Y | +80.0% | +42.0% | +38.0% | +32.5% |
| 5Y | +10.8% | -47.8% | +58.6% | +31.3% |
| All | +10.8% | -47.0% | +57.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling