+399.1%
BAC vs PWR
+2,334.2%
-1,935.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +1.1% | +3.6% | -2.5% | -0.4% |
| 30D | -0.4% | -8.6% | +8.2% | +3.0% |
| 3M | +16.9% | -13.2% | +30.1% | +21.8% |
| 6M | +26.6% | +9.9% | +16.7% | +16.7% |
| YTD | +15.8% | +48.0% | -32.2% | -7.9% |
| 1Y | +27.2% | +66.2% | -39.0% | -5.5% |
| 3Y | +132.4% | +195.1% | -62.7% | +19.1% |
| 5Y | +72.6% | +442.6% | -370.0% | -41.6% |
| All | +399.1% | +2,334.2% | -1,935.1% | -41.4% |
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