+74.7%
TSLA vs PENG
+222.1%
-147.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | +0.2% |
| 7D | +1.5% | +1.9% | -0.4% | +0.4% |
| 30D | +3.4% | -37.8% | +41.2% | +14.9% |
| 3M | +17.4% | -14.1% | +31.5% | +18.1% |
| 6M | -12.2% | +13.1% | -25.3% | -22.3% |
| YTD | -13.1% | +151.8% | -164.9% | -41.7% |
| 1Y | -11.1% | +136.0% | -147.1% | -39.2% |
| All | +74.7% | +222.1% | -147.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling