+24,440.0%
TSLA vs PCAR
+585.5%
+23,854.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.5% |
| 7D | +1.5% | +2.2% | -0.7% | +0.3% |
| 30D | +3.4% | +0.3% | +3.1% | +2.9% |
| 3M | +17.4% | -17.9% | +35.4% | +31.0% |
| 6M | -12.2% | -3.4% | -8.8% | -11.1% |
| YTD | -13.1% | -0.1% | -13.0% | -14.6% |
| 1Y | -11.1% | +13.4% | -24.5% | -19.2% |
| 3Y | +82.1% | +37.2% | +44.9% | +44.9% |
| 5Y | +10.3% | +117.3% | -107.1% | -33.6% |
| 10Y | +3,009.1% | +295.0% | +2,714.2% | +1,184.7% |
| All | +24,440.0% | +585.5% | +23,854.5% | +6,642.8% |
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 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