+1,367.3%
AAPL vs PWR
+1,844.4%
-477.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +4.1% | +11.3% | -7.2% | +1.3% |
| 30D | +4.0% | -8.9% | +12.8% | +5.4% |
| 3M | +16.8% | -10.5% | +27.3% | +18.4% |
| 6M | +19.4% | -22.2% | +41.6% | +24.5% |
| YTD | +31.5% | +42.7% | -11.2% | +11.9% |
| 1Y | +31.0% | +41.1% | -10.1% | +11.6% |
| 3Y | +95.3% | +242.7% | -147.5% | +15.8% |
| 5Y | +143.4% | +418.5% | -275.2% | +19.5% |
| All | +1,367.3% | +1,844.4% | -477.1% | +299.9% |
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