+94.2%
TSLA vs PCOR
-9.2%
+103.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -4.7% | +20.7% | -25.4% | -12.8% |
| 30D | -0.8% | +35.7% | -36.4% | -13.7% |
| 3M | +14.8% | +31.1% | -16.3% | +0.6% |
| 6M | -11.3% | +43.1% | -54.5% | -26.9% |
| YTD | -15.6% | +4.8% | -20.4% | -21.5% |
| 1Y | -14.7% | -3.7% | -11.0% | -17.5% |
| 3Y | +76.9% | +46.5% | +30.4% | +34.1% |
| 5Y | +6.7% | -17.3% | +24.0% | -11.8% |
| All | +94.2% | -9.2% | +103.4% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling