+40.8%
TSLA vs PWR
+201.3%
-160.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.3% |
| 7D | +1.5% | +3.6% | -2.1% | -0.2% |
| 30D | +10.1% | -8.6% | +18.7% | +14.5% |
| 3M | -15.4% | -13.2% | -2.2% | -10.2% |
| 6M | -12.8% | +9.9% | -22.7% | -19.2% |
| YTD | -21.3% | +48.0% | -69.3% | -38.7% |
| 1Y | +4.6% | +66.2% | -61.6% | -24.5% |
| All | +40.8% | +201.3% | -160.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling