+41.1%
TSLA vs PCOR
-43.0%
+84.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.7% | -4.0% |
| 7D | +1.5% | -9.0% | +10.5% | +5.9% |
| 30D | +10.1% | +4.2% | +6.0% | +8.1% |
| 3M | -15.4% | +14.4% | -29.8% | -21.3% |
| 6M | -12.8% | +0.2% | -12.9% | -16.1% |
| YTD | -21.3% | -20.3% | -1.0% | -16.3% |
| 1Y | +4.6% | -16.1% | +20.7% | +6.8% |
| 3Y | +44.5% | -14.7% | +59.2% | +39.2% |
| All | +41.1% | -43.0% | +84.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling