+2,973.5%
TSLA vs PCAR
+292.6%
+2,680.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.7% | +3.8% | -8.5% | -6.9% |
| 30D | -0.8% | -2.0% | +1.2% | +0.1% |
| 3M | +14.8% | -19.1% | +33.9% | +29.4% |
| 6M | -11.3% | -6.8% | -4.5% | -8.3% |
| YTD | -15.6% | -2.5% | -13.1% | -15.9% |
| 1Y | -14.7% | +9.7% | -24.4% | -21.3% |
| 3Y | +76.9% | +34.0% | +43.0% | +40.8% |
| 5Y | +6.7% | +113.3% | -106.7% | -37.0% |
| 10Y | +2,973.5% | +278.2% | +2,695.3% | +1,209.9% |
| All | +2,973.5% | +292.6% | +2,680.9% | +1,209.9% |
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