+4.6%
TSLA vs PCAR
+32.4%
-27.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +10.1% | -6.2% | +16.3% | +13.1% |
| 3M | -15.4% | +5.9% | -21.3% | -17.4% |
| 6M | -12.8% | +0.4% | -13.2% | -14.4% |
| YTD | -21.3% | +14.8% | -36.1% | -25.8% |
| 1Y | +4.6% | +30.1% | -25.5% | -5.1% |
| All | +4.6% | +32.4% | -27.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling