+22.6%
BAC vs PWR
+411.6%
-389.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.2% | +11.3% | -8.1% | +0.9% |
| 30D | -0.7% | -8.9% | +8.1% | +0.5% |
| 3M | -20.0% | -10.5% | -9.5% | -18.9% |
| 6M | +3.4% | -22.2% | +25.6% | +7.6% |
| YTD | -5.7% | +42.7% | -48.5% | -17.3% |
| 1Y | -1.4% | +41.1% | -42.6% | -13.4% |
| 3Y | +97.9% | +242.7% | -144.8% | +26.3% |
| All | +22.6% | +411.6% | -389.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling