+186.7%
B vs PWR
+1,832.8%
-1,646.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.7% | -0.2% |
| 7D | +9.6% | -12.9% | +22.5% | +11.0% |
| 30D | +3.5% | -22.8% | +26.4% | +6.5% |
| 3M | -1.6% | -19.0% | +17.4% | +0.4% |
| 6M | -1.7% | -31.1% | +29.4% | +2.1% |
| YTD | -5.3% | +28.2% | -33.6% | -8.6% |
| 1Y | +27.2% | +22.2% | +5.0% | +23.5% |
| 3Y | +166.1% | +222.1% | -56.0% | +134.9% |
| 5Y | +136.5% | +364.1% | -227.6% | +102.3% |
| All | +186.7% | +1,832.8% | -1,646.2% | +133.7% |
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