+41.1%
TSLA vs PENG
+115.2%
-74.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.4% | -12.4% | -7.9% |
| 7D | +1.5% | +4.5% | -3.0% | -0.1% |
| 30D | +10.1% | -7.1% | +17.2% | +11.8% |
| 3M | -15.4% | -27.3% | +11.9% | -10.7% |
| 6M | -12.8% | +169.6% | -182.4% | -42.9% |
| YTD | -21.3% | +164.6% | -185.9% | -48.8% |
| 1Y | +4.6% | +109.5% | -104.9% | -27.0% |
| 3Y | +44.5% | +98.9% | -54.4% | -10.2% |
| All | +41.1% | +115.2% | -74.1% | -11.9% |
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 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