+22,131.9%
TSLA vs PEGA
+371.9%
+21,759.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.5% |
| 7D | +1.5% | +3.3% | -1.8% | +0.3% |
| 30D | +10.1% | +17.7% | -7.6% | +3.2% |
| 3M | -15.4% | +5.8% | -21.2% | -18.6% |
| 6M | -12.8% | -20.3% | +7.5% | -7.4% |
| YTD | -21.3% | -37.1% | +15.9% | -9.5% |
| 1Y | +4.6% | -30.2% | +34.8% | +13.7% |
| 3Y | +44.5% | +48.1% | -3.6% | +6.5% |
| 5Y | +44.8% | -46.8% | +91.6% | +54.2% |
| 10Y | +2,585.4% | +191.3% | +2,394.1% | +1,452.4% |
| All | +22,131.9% | +371.9% | +21,759.9% | +10,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling