-2.9%
TSLA vs PENG
+130.4%
-133.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | -0.7% |
| 7D | +8.9% | +13.2% | -4.3% | +6.1% |
| 30D | +6.3% | -29.9% | +36.2% | +12.1% |
| 3M | +14.8% | -22.2% | +37.0% | +17.6% |
| 6M | -12.4% | -1.9% | -10.5% | -15.3% |
| YTD | -13.2% | +142.1% | -155.4% | -27.1% |
| 1Y | -2.9% | +151.5% | -154.4% | -19.5% |
| All | -2.9% | +130.4% | -133.3% | -19.5% |
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