+534.9%
GEV vs PWR
+126.5%
+408.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.4% | -2.2% | -0.6% |
| 7D | -3.8% | -4.8% | +1.0% | -0.5% |
| 30D | -17.4% | -16.2% | -1.2% | -4.9% |
| 3M | -16.2% | -11.9% | -4.3% | -7.6% |
| 6M | -20.2% | -20.6% | +0.4% | -4.4% |
| YTD | +27.2% | +40.3% | -13.0% | -11.2% |
| 1Y | +44.6% | +33.0% | +11.5% | +6.4% |
| All | +534.9% | +126.5% | +408.4% | +196.7% |
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 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