-7.6%
TSLA vs PCAR
+101.4%
-109.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.7% |
| 7D | -10.4% | +0.1% | -10.5% | -10.6% |
| 30D | -5.2% | -4.6% | -0.6% | -2.9% |
| 3M | +12.1% | -22.6% | +34.7% | +30.3% |
| 6M | -10.2% | -12.0% | +1.8% | -3.9% |
| YTD | -20.3% | -6.1% | -14.3% | -19.3% |
| 1Y | -19.7% | +6.3% | -26.0% | -25.3% |
| 3Y | +63.4% | +31.8% | +31.6% | +24.6% |
| All | -7.6% | +101.4% | -109.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling