+410.2%
GLW vs PWR
+195.8%
+214.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.3% |
| 7D | +3.8% | +3.6% | +0.2% | +1.5% |
| 30D | -1.3% | -8.6% | +7.2% | +4.5% |
| 3M | -21.8% | -13.2% | -8.6% | -13.7% |
| 6M | +6.9% | +9.9% | -3.0% | +6.0% |
| YTD | +77.2% | +48.0% | +29.1% | +54.8% |
| 1Y | +123.2% | +66.2% | +57.1% | +87.3% |
| All | +410.2% | +195.8% | +214.4% | +244.8% |
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 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