+80.0%
TSLA vs PCOR
+43.2%
+36.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.0% |
| 7D | -6.4% | +22.2% | -28.6% | -13.2% |
| 30D | -1.2% | +36.0% | -37.2% | -12.1% |
| 3M | +15.1% | +34.0% | -18.9% | +2.5% |
| 6M | -11.7% | +43.5% | -55.2% | -24.4% |
| YTD | -15.9% | +5.1% | -21.1% | -18.0% |
| 1Y | -12.0% | -3.9% | -8.0% | -10.1% |
| 3Y | +80.0% | +52.9% | +27.1% | +42.1% |
| All | +80.0% | +43.2% | +36.8% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling