-13.3%
TSLA vs PWR
+31.4%
-44.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.7% | +8.3% | +0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -3.7% |
| 30D | +1.7% | -15.1% | +16.8% | +6.5% |
| 3M | +17.7% | -16.2% | +33.9% | +23.4% |
| 6M | -1.9% | -23.3% | +21.5% | +5.8% |
| YTD | -14.3% | +37.6% | -52.0% | -25.0% |
| 1Y | -13.3% | +32.4% | -45.7% | -24.7% |
| All | -13.3% | +31.4% | -44.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling