+63.4%
TSLA vs PWR
+221.0%
-157.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.0% | +1.2% |
| 7D | -10.4% | -12.9% | +2.5% | -4.8% |
| 30D | -5.2% | -22.8% | +17.7% | +6.4% |
| 3M | +12.1% | -19.0% | +31.1% | +22.0% |
| 6M | -10.2% | -31.1% | +20.9% | +5.4% |
| YTD | -20.3% | +28.2% | -48.6% | -34.7% |
| 1Y | -19.7% | +22.2% | -41.9% | -32.5% |
| 3Y | +63.4% | +222.1% | -158.8% | -14.0% |
| All | +63.4% | +221.0% | -157.6% | -14.0% |
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