+38.0%
TSLA vs PENG
+101.4%
-63.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.4% | -12.4% | -7.5% |
| 7D | +1.5% | +4.5% | -3.0% | +0.3% |
| 30D | +10.1% | -7.1% | +17.2% | +11.5% |
| 3M | -15.4% | -27.3% | +11.9% | -11.5% |
| 6M | -12.8% | +169.6% | -182.4% | -36.3% |
| YTD | -21.3% | +164.6% | -185.9% | -42.7% |
| 1Y | +4.6% | +109.5% | -104.9% | -19.7% |
| All | +38.0% | +101.4% | -63.4% | -4.3% |
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