+162.2%
ARM vs PWR
+153.2%
+8.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -12.3% | -0.8% | -3.7% |
| 7D | -27.1% | -19.9% | -7.3% | -14.0% |
| 30D | -44.9% | -29.3% | -15.6% | -28.6% |
| 3M | -39.3% | -25.5% | -13.8% | -24.6% |
| 6M | -20.2% | -34.0% | +13.8% | +8.7% |
| YTD | +52.5% | +20.7% | +31.8% | +25.7% |
| 1Y | +4.1% | +12.3% | -8.3% | -9.4% |
| 3Y | +211.7% | +201.9% | +9.8% | +31.9% |
| All | +162.2% | +153.2% | +8.9% | +20.9% |
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