+79.8%
F vs PWR
+1,832.8%
-1,753.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -3.4% |
| 7D | +1.6% | -12.9% | +14.4% | +6.2% |
| 30D | +2.6% | -22.8% | +25.5% | +12.7% |
| 3M | -8.8% | -19.0% | +10.2% | -2.7% |
| 6M | +4.6% | -31.1% | +35.7% | +18.1% |
| YTD | -1.9% | +28.2% | -30.1% | -20.1% |
| 1Y | -0.8% | +22.2% | -23.0% | -17.5% |
| 3Y | +43.5% | +222.1% | -178.6% | -36.2% |
| 5Y | -12.1% | +364.1% | -376.1% | -69.8% |
| All | +79.8% | +1,832.8% | -1,753.0% | -74.8% |
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