+75.7%
TSLA vs PCOR
-10.0%
+85.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | 0.0% | -10.8% | -10.8% |
| 7D | -14.8% | +23.7% | -38.5% | -22.8% |
| 30D | -9.7% | +39.0% | -48.7% | -22.3% |
| 3M | +6.9% | +35.8% | -28.9% | -7.7% |
| 6M | -11.7% | +38.2% | -50.0% | -26.1% |
| YTD | -23.6% | +3.9% | -27.5% | -28.7% |
| 1Y | -25.6% | +5.7% | -31.3% | -31.8% |
| 3Y | +56.3% | +44.8% | +11.5% | +19.0% |
| 5Y | -15.6% | -19.8% | +4.1% | -29.9% |
| All | +75.7% | -10.0% | +85.7% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling