+95.8%
AGG vs PWR
+7,528.0%
-7,432.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | -1.5% | +11.3% | -12.8% | -1.5% |
| 30D | +0.6% | -8.9% | +9.5% | +0.6% |
| 3M | -1.6% | -10.5% | +8.9% | -1.7% |
| 6M | -1.6% | -22.2% | +20.6% | -1.7% |
| YTD | -1.5% | +42.7% | -44.3% | -1.3% |
| 1Y | -1.1% | +41.1% | -42.2% | -0.9% |
| 3Y | +13.6% | +242.7% | -229.1% | +14.6% |
| 5Y | -1.7% | +418.5% | -420.2% | -0.4% |
| 10Y | +16.1% | +1,855.0% | -1,838.8% | +19.3% |
| All | +95.8% | +7,528.0% | -7,432.3% | +104.0% |
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