+675.5%
BE vs PWR
+1,750.1%
-1,074.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.4% | +2.6% | +2.8% |
| 7D | -1.2% | -4.8% | +3.6% | +3.8% |
| 30D | -30.9% | -16.2% | -14.7% | -17.5% |
| 3M | -11.6% | -11.9% | +0.3% | +0.5% |
| 6M | -25.7% | -20.6% | -5.1% | -3.2% |
| YTD | +123.1% | +40.3% | +82.9% | +69.5% |
| 1Y | +43.4% | +33.0% | +10.4% | +17.6% |
| 3Y | +1,683.6% | +250.0% | +1,433.6% | +525.9% |
| 5Y | +465.4% | +404.2% | +61.3% | +49.0% |
| All | +675.5% | +1,750.1% | -1,074.6% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling