+1,218.7%
ABT vs PWR
+8,583.6%
-7,364.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.7% | +3.6% | -7.3% | -4.0% |
| 30D | +2.5% | -8.6% | +11.1% | +3.2% |
| 3M | +20.2% | -13.2% | +33.3% | +21.1% |
| 6M | -2.9% | +9.9% | -12.8% | -4.5% |
| YTD | -11.9% | +48.0% | -60.0% | -15.8% |
| 1Y | -16.5% | +66.2% | -82.7% | -21.2% |
| 3Y | +12.1% | +195.1% | -183.0% | -1.1% |
| 5Y | -7.4% | +442.6% | -450.0% | -23.5% |
| 10Y | +210.7% | +2,334.2% | -2,123.5% | +122.0% |
| All | +1,218.7% | +8,583.6% | -7,364.8% | +702.4% |
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