-10.1%
BA vs PWR
+221.0%
-231.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.7% | -0.8% |
| 7D | +1.1% | -12.9% | +13.9% | +3.6% |
| 30D | -7.9% | -22.8% | +14.9% | -3.0% |
| 3M | -25.3% | -19.0% | -6.3% | -22.5% |
| 6M | -24.6% | -31.1% | +6.5% | -19.1% |
| YTD | -20.1% | +28.2% | -48.4% | -28.2% |
| 1Y | -11.8% | +22.2% | -34.0% | -19.8% |
| 3Y | -10.1% | +222.1% | -232.3% | -35.7% |
| All | -10.1% | +221.0% | -231.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling