+190.2%
B vs PWR
+2,334.2%
-2,144.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | +3.6% | -5.2% | -2.1% |
| 30D | +9.4% | -8.6% | +18.0% | +10.7% |
| 3M | +5.0% | -13.2% | +18.1% | +6.6% |
| 6M | -3.5% | +9.9% | -13.4% | -4.9% |
| YTD | +4.5% | +48.0% | -43.6% | -0.5% |
| 1Y | +67.8% | +66.2% | +1.6% | +58.0% |
| 3Y | +196.7% | +195.1% | +1.6% | +162.0% |
| 5Y | +151.9% | +442.6% | -290.6% | +110.7% |
| All | +190.2% | +2,334.2% | -2,144.1% | +79.7% |
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