-13.3%
TSLA vs PCOR
+4.0%
-17.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +19.7% | -23.0% | -4.3% |
| 7D | -4.7% | +21.8% | -26.5% | -5.8% |
| 30D | +1.7% | +39.5% | -37.8% | -0.6% |
| 3M | +17.7% | +35.2% | -17.6% | +15.5% |
| 6M | -1.9% | +21.7% | -23.6% | -1.2% |
| YTD | -14.3% | +3.9% | -18.3% | -13.5% |
| 1Y | -13.3% | +6.9% | -20.2% | -12.7% |
| All | -13.3% | +4.0% | -17.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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