+493.9%
GLW vs PWR
+1,833.2%
-1,339.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.6% | -1.0% |
| 7D | -13.9% | -12.9% | -1.1% | -6.9% |
| 30D | -35.0% | -22.8% | -12.1% | -24.6% |
| 3M | -32.4% | -19.0% | -13.4% | -23.2% |
| 6M | -41.3% | -31.1% | -10.3% | -26.2% |
| YTD | +21.8% | +28.3% | -6.4% | +12.3% |
| 1Y | +21.8% | +22.2% | -0.4% | +15.2% |
| 3Y | +307.7% | +222.2% | +85.5% | +127.4% |
| 5Y | +213.7% | +364.2% | -150.4% | +36.0% |
| All | +493.9% | +1,833.2% | -1,339.3% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling