+2,973.5%
TSLA vs PWR
+1,818.7%
+1,154.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.2% |
| 7D | -4.7% | -11.2% | +6.5% | +0.7% |
| 30D | -0.8% | -17.4% | +16.6% | +8.0% |
| 3M | +14.8% | -11.7% | +26.5% | +20.0% |
| 6M | -11.3% | -21.7% | +10.4% | -2.4% |
| YTD | -15.6% | +38.3% | -53.8% | -32.0% |
| 1Y | -14.7% | +29.6% | -44.3% | -29.1% |
| 3Y | +76.9% | +236.1% | -159.2% | -12.2% |
| 5Y | +6.7% | +406.3% | -399.7% | -57.7% |
| 10Y | +2,973.5% | +1,796.7% | +1,176.8% | +517.5% |
| All | +2,973.5% | +1,818.7% | +1,154.7% | +517.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling