-4.2%
ABT vs PWR
+348.8%
-353.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.5% | -3.3% |
| 7D | +3.5% | -12.9% | +16.4% | +3.7% |
| 30D | +12.0% | -22.8% | +34.9% | +12.6% |
| 3M | +2.5% | -19.0% | +21.4% | +2.8% |
| 6M | +29.1% | -31.1% | +60.2% | +30.8% |
| YTD | -10.1% | +28.3% | -38.3% | -13.7% |
| 1Y | -9.8% | +22.2% | -32.1% | -13.2% |
| 3Y | +23.3% | +222.2% | -198.9% | -0.7% |
| All | -4.2% | +348.8% | -353.1% | -31.1% |
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