+22,391.8%
TSLA vs PWR
+2,487.8%
+19,904.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.0% | +1.4% |
| 7D | -10.4% | -12.9% | +2.5% | -5.0% |
| 30D | -5.2% | -22.8% | +17.7% | +5.8% |
| 3M | +12.1% | -19.0% | +31.1% | +21.6% |
| 6M | -10.2% | -31.1% | +20.9% | +3.9% |
| YTD | -20.3% | +28.3% | -48.6% | -31.8% |
| 1Y | -19.7% | +22.2% | -41.9% | -29.8% |
| 3Y | +63.4% | +222.2% | -158.8% | -9.5% |
| 5Y | -12.1% | +364.2% | -376.2% | -58.9% |
| 10Y | +2,719.7% | +1,864.8% | +854.9% | +587.4% |
| All | +22,391.8% | +2,487.8% | +19,904.0% | +4,297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling