+263.2%
BAC vs PWR
+1,833.2%
-1,570.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -6.9% | -3.2% |
| 7D | -1.2% | -12.9% | +11.7% | +3.3% |
| 30D | -7.7% | -22.8% | +15.2% | +1.1% |
| 3M | -21.2% | -19.0% | -2.2% | -16.0% |
| 6M | -6.8% | -31.1% | +24.2% | +4.5% |
| YTD | -8.7% | +28.3% | -37.0% | -24.5% |
| 1Y | -5.3% | +22.2% | -27.5% | -20.3% |
| 3Y | +87.4% | +222.2% | -134.7% | -12.1% |
| 5Y | +18.9% | +364.2% | -345.2% | -57.8% |
| All | +263.2% | +1,833.2% | -1,570.0% | -58.2% |
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