+64.2%
IWM vs PWR
+221.0%
-156.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.6% |
| 7D | -2.0% | -12.9% | +10.8% | +0.9% |
| 30D | -1.5% | -22.8% | +21.4% | +4.6% |
| 3M | -8.0% | -19.0% | +11.0% | -4.0% |
| 6M | -4.1% | -31.1% | +27.0% | +4.4% |
| YTD | +11.9% | +28.2% | -16.3% | -0.7% |
| 1Y | +15.0% | +22.2% | -7.2% | +3.5% |
| 3Y | +64.2% | +222.1% | -157.9% | -2.6% |
| All | +64.2% | +221.0% | -156.8% | -2.6% |
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