+174.6%
ARM vs PWR
+169.1%
+5.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.5% | 0.0% |
| 7D | -15.2% | -12.9% | -2.4% | -6.3% |
| 30D | -40.7% | -22.8% | -17.8% | -28.1% |
| 3M | -39.1% | -19.0% | -20.1% | -29.0% |
| 6M | -26.4% | -31.1% | +4.7% | -3.2% |
| YTD | +59.7% | +28.2% | +31.5% | +25.7% |
| 1Y | +10.3% | +22.2% | -11.9% | -10.1% |
| 3Y | +228.9% | +222.1% | +6.7% | +32.5% |
| All | +174.6% | +169.1% | +5.5% | +20.8% |
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