+185.4%
ARM vs PWR
+190.1%
-4.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.5% |
| 7D | -10.4% | -11.2% | +0.9% | -2.3% |
| 30D | -31.8% | -17.4% | -14.4% | -21.6% |
| 3M | -32.2% | -11.7% | -20.5% | -26.1% |
| 6M | -14.9% | -21.7% | +6.8% | +1.2% |
| YTD | +66.0% | +38.3% | +27.8% | +23.2% |
| 1Y | +17.2% | +29.6% | -12.4% | -8.6% |
| 3Y | +247.2% | +236.1% | +11.1% | +33.8% |
| All | +185.4% | +190.1% | -4.7% | +18.5% |
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