+3,125.8%
TSLA vs PCAR
+288.5%
+2,837.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +8.9% | +4.9% | +4.0% | +5.9% |
| 30D | +6.3% | -1.4% | +7.7% | +6.8% |
| 3M | +14.8% | -18.1% | +32.9% | +28.5% |
| 6M | -12.4% | -4.0% | -8.4% | -10.9% |
| YTD | -13.2% | -1.5% | -11.8% | -14.2% |
| 1Y | -2.9% | +13.2% | -16.1% | -12.2% |
| 3Y | +74.4% | +35.8% | +38.6% | +37.6% |
| 5Y | +13.3% | +114.6% | -101.4% | -33.4% |
| All | +3,125.8% | +288.5% | +2,837.3% | +1,238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling