+87.4%
BAC vs PWR
+221.0%
-133.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -6.9% | -1.6% |
| 7D | -1.2% | -12.9% | +11.7% | +0.4% |
| 30D | -7.7% | -22.8% | +15.2% | -4.5% |
| 3M | -21.2% | -19.0% | -2.1% | -19.2% |
| 6M | -6.8% | -31.1% | +24.3% | -2.3% |
| YTD | -8.7% | +28.2% | -36.9% | -16.0% |
| 1Y | -5.3% | +22.2% | -27.5% | -12.0% |
| 3Y | +87.4% | +222.1% | -134.7% | +26.4% |
| All | +87.4% | +221.0% | -133.6% | +26.4% |
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 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