+93.3%
TSLA vs PCOR
-9.0%
+102.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | -6.4% | +22.2% | -28.6% | -14.8% |
| 30D | -1.2% | +36.0% | -37.2% | -14.2% |
| 3M | +15.1% | +34.0% | -18.9% | -0.1% |
| 6M | -11.7% | +43.5% | -55.2% | -27.3% |
| YTD | -15.9% | +5.1% | -21.1% | -21.9% |
| 1Y | -12.0% | -3.9% | -8.0% | -14.7% |
| 3Y | +80.0% | +52.9% | +27.1% | +33.8% |
| 5Y | +10.8% | -18.7% | +29.5% | -8.3% |
| All | +93.3% | -9.0% | +102.3% | +57.4% |
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