-2.4%
AGG vs PWR
+440.5%
-442.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | -7.7% | +6.8% | -0.9% |
| 3M | -1.3% | -4.9% | +3.6% | -1.3% |
| 6M | -2.1% | +9.7% | -11.8% | -2.3% |
| YTD | -1.2% | +46.7% | -47.9% | -1.9% |
| 1Y | -0.5% | +58.7% | -59.2% | -1.3% |
| 3Y | +12.4% | +200.7% | -188.3% | +9.7% |
| 5Y | -2.4% | +438.6% | -441.0% | -5.9% |
| All | -2.4% | +440.5% | -442.9% | -5.9% |
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 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