+229.5%
GM vs PWR
+247.1%
-17.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.2% | +11.3% | -11.5% | -2.0% |
| 30D | +3.6% | -8.9% | +12.4% | +4.6% |
| 3M | -0.2% | -10.5% | +10.3% | +0.8% |
| 6M | +13.9% | -22.2% | +36.1% | +18.4% |
| YTD | +6.5% | +42.7% | -36.3% | -5.0% |
| 1Y | +20.7% | +41.1% | -20.5% | +7.8% |
| 3Y | +229.5% | +242.7% | -13.3% | +95.4% |
| All | +229.5% | +247.1% | -17.6% | +95.4% |
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