+51.5%
GM vs PWR
+62.4%
-11.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -3.4% | -7.7% | +4.3% | -3.0% |
| 3M | +8.7% | -4.9% | +13.6% | +9.4% |
| 6M | +15.4% | +9.7% | +5.7% | +14.3% |
| YTD | +6.6% | +46.7% | -40.1% | +4.1% |
| 1Y | +51.5% | +58.7% | -7.2% | +47.2% |
| All | +51.5% | +62.4% | -11.0% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling