+127.7%
GLD vs PWR
+195.8%
-68.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | +4.4% | -8.6% | +13.0% | +5.1% |
| 3M | -1.1% | -13.2% | +12.1% | -0.2% |
| 6M | -13.8% | +9.9% | -23.7% | -14.7% |
| YTD | +2.6% | +48.0% | -45.4% | -0.2% |
| 1Y | +24.5% | +66.2% | -41.7% | +20.6% |
| All | +127.7% | +195.8% | -68.1% | +116.3% |
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