-39.3%
ARM vs PWR
-26.7%
-12.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.3% | -0.8% | -3.7% |
| 7D | -27.1% | -19.9% | -7.3% | -14.6% |
| 30D | -44.9% | -29.3% | -15.6% | -29.2% |
| 3M | -39.3% | -25.5% | -13.8% | -27.2% |
| All | -39.3% | -26.7% | -12.6% | -27.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling