+284.1%
GE vs PWR
+201.3%
+82.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -1.6% | +3.6% | -5.2% | -2.8% |
| 30D | -11.6% | -8.6% | -3.0% | -8.9% |
| 3M | +3.0% | -13.2% | +16.2% | +7.3% |
| 6M | -0.5% | +9.9% | -10.4% | -6.5% |
| YTD | +9.7% | +48.0% | -38.3% | -8.5% |
| 1Y | +20.0% | +66.2% | -46.1% | -5.2% |
| All | +284.1% | +201.3% | +82.7% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling