+105.9%
GILD vs PWR
+214.5%
-108.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -0.9% |
| 7D | -4.8% | +4.2% | -9.0% | -4.9% |
| 30D | +5.8% | -4.0% | +9.8% | +5.9% |
| 3M | +14.9% | -4.8% | +19.7% | +15.1% |
| 6M | -0.4% | +14.6% | -15.0% | -0.9% |
| YTD | +18.5% | +54.2% | -35.7% | +17.1% |
| 1Y | +25.1% | +67.1% | -42.0% | +23.7% |
| 3Y | +105.9% | +218.5% | -112.6% | +104.0% |
| All | +105.9% | +214.5% | -108.6% | +104.0% |
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