+710.1%
GOOG vs PWR
+1,857.9%
-1,147.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.8% | +19.1% | -14.2% | -0.5% |
| 30D | -15.5% | -12.0% | -3.5% | -13.3% |
| 3M | -13.7% | -10.6% | -3.1% | -12.3% |
| 6M | -23.0% | -20.8% | -2.1% | -19.5% |
| YTD | -5.7% | +43.7% | -49.4% | -19.5% |
| 1Y | +3.0% | +35.0% | -32.0% | -10.3% |
| 3Y | +122.4% | +249.4% | -127.0% | +36.1% |
| 5Y | +99.2% | +422.1% | -322.9% | +3.1% |
| All | +710.1% | +1,857.9% | -1,147.8% | +149.8% |
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