+2,883.7%
TSLA vs PCAR
+326.7%
+2,557.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +3.4% |
| 7D | -6.4% | +2.9% | -9.3% | -8.0% |
| 30D | -1.2% | -2.1% | +0.9% | -0.3% |
| 3M | +15.1% | -20.4% | +35.4% | +30.8% |
| 6M | -11.7% | -7.0% | -4.8% | -8.7% |
| YTD | -15.9% | -2.6% | -13.3% | -16.2% |
| 1Y | -12.0% | +9.8% | -21.8% | -18.8% |
| 3Y | +80.0% | +37.3% | +42.8% | +41.4% |
| 5Y | +10.8% | +116.4% | -105.6% | -34.8% |
| 10Y | +2,883.7% | +293.0% | +2,590.7% | +1,207.5% |
| All | +2,883.7% | +326.7% | +2,557.0% | +1,207.5% |
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