+41.1%
TSLA vs PWR
+443.9%
-402.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.3% |
| 7D | +1.5% | +3.6% | -2.1% | -0.4% |
| 30D | +10.1% | -8.6% | +18.7% | +14.9% |
| 3M | -15.4% | -13.2% | -2.2% | -9.9% |
| 6M | -12.8% | +9.9% | -22.7% | -19.9% |
| YTD | -21.3% | +48.0% | -69.3% | -39.8% |
| 1Y | +4.6% | +66.2% | -61.6% | -26.1% |
| 3Y | +44.5% | +195.1% | -150.6% | -30.7% |
| All | +41.1% | +443.9% | -402.8% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling