+80.5%
GM vs PWR
+448.6%
-368.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | -4.6% | -5.1% | +0.5% | -3.3% |
| 3M | +0.2% | -9.4% | +9.6% | +2.3% |
| 6M | +12.6% | +10.4% | +2.2% | +6.1% |
| YTD | +3.7% | +48.6% | -45.0% | -13.1% |
| 1Y | +45.6% | +68.0% | -22.4% | +15.2% |
| 3Y | +162.0% | +204.7% | -42.8% | +49.4% |
| 5Y | +80.5% | +451.9% | -371.5% | -25.2% |
| All | +80.5% | +448.6% | -368.1% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling