-1.4%
BAC vs PWR
+34.5%
-35.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.2% | +11.3% | -8.1% | +2.5% |
| 30D | -0.7% | -8.9% | +8.1% | -0.5% |
| 3M | -20.0% | -10.5% | -9.5% | -19.7% |
| 6M | +3.4% | -22.2% | +25.6% | +4.4% |
| YTD | -5.7% | +42.7% | -48.5% | -10.7% |
| 1Y | -1.4% | +41.1% | -42.6% | -6.5% |
| All | -1.4% | +34.5% | -35.9% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling