+23,745.5%
TSLA vs PEGA
+298.7%
+23,446.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -4.7% | -8.2% | +3.5% | -1.6% |
| 30D | -0.8% | -11.6% | +10.8% | +3.5% |
| 3M | +14.8% | -4.2% | +18.9% | +15.3% |
| 6M | -11.3% | -12.0% | +0.6% | -9.9% |
| YTD | -15.6% | -46.9% | +31.4% | +2.6% |
| 1Y | -14.7% | -47.0% | +32.3% | +3.3% |
| 3Y | +76.9% | +40.9% | +36.1% | +31.5% |
| 5Y | +6.7% | -45.4% | +52.1% | +11.2% |
| 10Y | +2,973.5% | +95.9% | +2,877.6% | +1,932.7% |
| All | +23,745.5% | +298.7% | +23,446.9% | +11,373.4% |
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