+486.7%
GS vs PWR
+1,832.8%
-1,346.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.6% | -3.1% |
| 7D | -3.2% | -12.9% | +9.6% | +1.7% |
| 30D | -2.4% | -22.8% | +20.4% | +7.8% |
| 3M | -15.7% | -19.0% | +3.3% | -9.5% |
| 6M | -6.8% | -31.1% | +24.3% | +6.5% |
| YTD | -0.1% | +28.2% | -28.3% | -15.8% |
| 1Y | +12.1% | +22.2% | -10.1% | -3.6% |
| 3Y | +185.8% | +222.1% | -36.3% | +43.6% |
| 5Y | +140.1% | +364.1% | -224.0% | -6.2% |
| All | +486.7% | +1,832.8% | -1,346.1% | -17.0% |
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