+510.2%
GEV vs PWR
+123.3%
+386.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -2.7% |
| 7D | -13.2% | -11.2% | -2.0% | -4.8% |
| 30D | -20.6% | -17.4% | -3.2% | -7.4% |
| 3M | -19.5% | -11.7% | -7.8% | -11.4% |
| 6M | -23.3% | -21.7% | -1.6% | -7.0% |
| YTD | +22.2% | +38.3% | -16.0% | -13.6% |
| 1Y | +37.8% | +29.6% | +8.2% | +3.8% |
| All | +510.2% | +123.3% | +386.9% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling