-13.3%
TSLA vs PENG
+120.5%
-133.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -1.6% |
| 7D | -4.7% | -20.5% | +15.8% | -0.9% |
| 30D | +1.7% | -20.4% | +22.1% | +5.0% |
| 3M | +17.7% | -16.4% | +34.1% | +19.4% |
| 6M | -1.9% | +49.2% | -51.1% | -13.0% |
| YTD | -14.3% | +147.2% | -161.5% | -32.8% |
| 1Y | -13.3% | +124.7% | -138.0% | -29.9% |
| All | -13.3% | +120.5% | -133.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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