-5.6%
ARM vs PWR
-22.6%
+16.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.7% | +6.4% | +3.6% |
| 7D | -18.7% | -4.4% | -14.3% | -16.6% |
| 30D | -36.7% | -15.1% | -21.6% | -28.7% |
| 3M | -31.6% | -16.2% | -15.4% | -22.4% |
| 6M | -5.6% | -23.3% | +17.7% | +16.8% |
| All | -5.6% | -22.6% | +16.9% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling