+21,479.5%
TSLA vs PCAR
+560.3%
+20,919.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -9.9% |
| 7D | -14.8% | +2.2% | -16.9% | -15.9% |
| 30D | -9.7% | -4.4% | -5.3% | -7.7% |
| 3M | +6.9% | -21.4% | +28.3% | +22.3% |
| 6M | -11.7% | -7.3% | -4.4% | -8.5% |
| YTD | -23.6% | -3.8% | -19.8% | -23.2% |
| 1Y | -25.6% | +6.3% | -31.9% | -29.8% |
| 3Y | +56.3% | +34.4% | +21.9% | +25.9% |
| 5Y | -15.6% | +109.2% | -124.8% | -48.0% |
| 10Y | +2,605.4% | +312.9% | +2,292.5% | +987.2% |
| All | +21,479.5% | +560.3% | +20,919.2% | +5,960.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling