+214.5%
BAC vs PWR
+1,857.9%
-1,643.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | +19.1% | -17.6% | -5.6% |
| 30D | -6.4% | -12.0% | +5.6% | -3.0% |
| 3M | -21.7% | -10.6% | -11.1% | -19.8% |
| 6M | +0.5% | -20.8% | +21.3% | +6.5% |
| YTD | -6.7% | +43.7% | -50.4% | -26.3% |
| 1Y | -4.7% | +35.0% | -39.6% | -22.8% |
| 3Y | +96.1% | +249.4% | -153.3% | -10.2% |
| 5Y | +21.7% | +422.1% | -400.4% | -58.6% |
| All | +214.5% | +1,857.9% | -1,643.4% | -61.2% |
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