+2,737.0%
TSLA vs PEP
+75.7%
+2,661.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +3.0% | -1.7% | +4.7% | +3.7% |
| 30D | +11.2% | +0.3% | +10.9% | +11.0% |
| 3M | -7.3% | -3.2% | -4.0% | -6.6% |
| 6M | -7.7% | -13.6% | +5.8% | -3.0% |
| YTD | -18.2% | -1.9% | -16.4% | -19.0% |
| 1Y | +6.0% | -0.6% | +6.6% | +3.8% |
| 3Y | +48.0% | -13.6% | +61.6% | +51.8% |
| 5Y | +46.2% | +3.2% | +43.0% | +33.8% |
| 10Y | +2,737.0% | +79.1% | +2,657.9% | +1,892.6% |
| All | +2,737.0% | +75.7% | +2,661.3% | +1,892.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling