+216.9%
BAC vs PWR
+7,422.2%
-7,205.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -6.9% | -2.4% |
| 7D | -1.2% | -12.9% | +11.7% | +1.9% |
| 30D | -7.7% | -22.8% | +15.2% | -1.7% |
| 3M | -21.2% | -19.0% | -2.1% | -17.5% |
| 6M | -6.8% | -31.1% | +24.3% | +0.7% |
| YTD | -8.7% | +28.2% | -36.9% | -18.0% |
| 1Y | -5.3% | +22.2% | -27.5% | -13.9% |
| 3Y | +87.4% | +222.1% | -134.7% | +25.4% |
| 5Y | +18.9% | +364.1% | -345.2% | -29.7% |
| 10Y | +273.3% | +1,864.5% | -1,591.2% | +48.8% |
| All | +216.9% | +7,422.2% | -7,205.3% | -9.4% |
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