+15.4%
TSLA vs PENG
+66.2%
-50.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +15.6% | +34.6% | -19.0% | +5.2% |
| 30D | +5.9% | -35.9% | +41.9% | +18.8% |
| 3M | +21.4% | -14.7% | +36.0% | +22.4% |
| 6M | -8.3% | +13.5% | -21.8% | -20.7% |
| YTD | -11.6% | +156.1% | -167.8% | -44.6% |
| 1Y | -7.7% | +141.3% | -149.0% | -41.1% |
| 3Y | +85.2% | +223.4% | -138.3% | -5.0% |
| 5Y | +15.4% | +67.4% | -52.0% | -28.5% |
| All | +15.4% | +66.2% | -50.8% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling