+1,632.1%
TSLA vs PENG
+597.2%
+1,034.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.4% | -8.2% | +0.8% |
| 7D | -10.4% | -19.4% | +9.0% | -5.8% |
| 30D | -5.2% | -42.4% | +37.2% | +8.3% |
| 3M | +12.1% | -25.6% | +37.8% | +17.5% |
| 6M | -10.2% | +7.3% | -17.4% | -19.0% |
| YTD | -20.3% | +113.9% | -134.2% | -42.6% |
| 1Y | -19.7% | +93.6% | -113.2% | -40.6% |
| 3Y | +63.4% | +170.2% | -106.9% | +3.4% |
| 5Y | -12.1% | +44.2% | -56.3% | -38.3% |
| All | +1,632.1% | +597.2% | +1,034.9% | +802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling