+141.0%
GS vs PWR
+349.5%
-208.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.3% | +5.9% | -2.4% |
| 7D | -6.3% | -19.9% | +13.5% | -0.1% |
| 30D | -3.1% | -29.3% | +26.1% | +7.4% |
| 3M | -17.7% | -25.5% | +7.8% | -10.6% |
| 6M | -4.6% | -34.0% | +29.5% | +7.1% |
| YTD | +0.3% | +20.7% | -20.4% | -9.6% |
| 1Y | +11.7% | +12.3% | -0.6% | +3.1% |
| 3Y | +183.6% | +201.9% | -18.3% | +78.8% |
| 5Y | +141.0% | +336.8% | -195.8% | +31.8% |
| All | +141.0% | +349.5% | -208.5% | +31.8% |
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 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