-17.2%
F vs PWR
+411.6%
-428.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.1% | +11.3% | -14.4% | -6.1% |
| 30D | 0.0% | -8.9% | +8.9% | +1.6% |
| 3M | -13.2% | -10.5% | -2.7% | -11.8% |
| 6M | -10.2% | -22.2% | +12.0% | -5.0% |
| YTD | -4.9% | +42.7% | -47.7% | -21.0% |
| 1Y | -6.1% | +41.1% | -47.2% | -21.7% |
| 3Y | +46.0% | +242.7% | -196.8% | -26.7% |
| All | -17.2% | +411.6% | -428.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling