+223.9%
BAC vs PWR
+8,331.2%
-8,107.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | +19.1% | -17.6% | -3.4% |
| 30D | -6.4% | -12.0% | +5.6% | -4.0% |
| 3M | -21.7% | -10.6% | -11.1% | -20.3% |
| 6M | +0.5% | -20.8% | +21.3% | +4.5% |
| YTD | -6.7% | +43.7% | -50.4% | -18.9% |
| 1Y | -4.7% | +35.0% | -39.6% | -15.8% |
| 3Y | +96.1% | +249.4% | -153.3% | +28.2% |
| 5Y | +21.7% | +422.1% | -400.4% | -30.4% |
| 10Y | +232.0% | +1,868.4% | -1,636.5% | +31.6% |
| All | +223.9% | +8,331.2% | -8,107.3% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling