-11.1%
TSLA vs PCAR
+12.2%
-23.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.1% |
| 7D | +1.5% | +2.2% | -0.7% | +0.8% |
| 30D | +3.4% | +0.3% | +3.1% | +3.2% |
| 3M | +17.4% | -17.9% | +35.4% | +26.4% |
| 6M | -12.2% | -3.4% | -8.8% | -10.9% |
| YTD | -13.1% | -0.1% | -13.0% | -11.9% |
| 1Y | -11.1% | +13.4% | -24.5% | -10.8% |
| All | -11.1% | +12.2% | -23.2% | -10.8% |
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