+67.3%
F vs PWR
+1,844.4%
-1,777.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.1% | +11.3% | -14.4% | -7.6% |
| 30D | 0.0% | -8.9% | +8.9% | +2.2% |
| 3M | -13.2% | -10.5% | -2.7% | -11.4% |
| 6M | -10.2% | -22.2% | +12.0% | -3.8% |
| YTD | -4.9% | +42.7% | -47.7% | -26.2% |
| 1Y | -6.1% | +41.1% | -47.2% | -26.9% |
| 3Y | +46.0% | +242.7% | -196.8% | -36.5% |
| 5Y | -15.7% | +418.5% | -434.2% | -72.6% |
| All | +67.3% | +1,844.4% | -1,777.1% | -77.7% |
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