+3,125.8%
TSLA vs PWR
+1,844.4%
+1,281.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +8.9% | +11.3% | -2.4% | +3.3% |
| 30D | +6.3% | -8.9% | +15.1% | +10.2% |
| 3M | +14.8% | -10.5% | +25.3% | +19.3% |
| 6M | -12.4% | -22.2% | +9.8% | -3.2% |
| YTD | -13.2% | +42.7% | -56.0% | -31.2% |
| 1Y | -2.9% | +41.1% | -44.0% | -22.8% |
| 3Y | +74.4% | +242.7% | -168.3% | -14.4% |
| 5Y | +13.3% | +418.5% | -405.3% | -55.6% |
| All | +3,125.8% | +1,844.4% | +1,281.4% | +540.9% |
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