+69.4%
F vs PWR
+1,806.4%
-1,737.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +1.0% | -11.2% | +12.2% | +4.9% |
| 30D | +2.1% | -17.4% | +19.5% | +8.9% |
| 3M | -10.3% | -11.7% | +1.5% | -7.8% |
| 6M | +3.3% | -21.7% | +25.0% | +10.0% |
| YTD | -2.0% | +38.3% | -40.3% | -22.8% |
| 1Y | -2.3% | +29.6% | -31.9% | -20.8% |
| 3Y | +49.9% | +236.1% | -186.3% | -34.4% |
| 5Y | -12.5% | +406.3% | -418.8% | -71.3% |
| All | +69.4% | +1,806.4% | -1,737.0% | -77.1% |
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