+872.1%
MSFT vs PWR
+2,415.0%
-1,542.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -2.1% | -7.7% | +5.7% | -0.1% |
| 3M | +24.2% | -4.9% | +29.1% | +24.4% |
| 6M | +21.9% | +9.7% | +12.1% | +15.0% |
| YTD | +2.5% | +46.7% | -44.2% | -12.6% |
| 1Y | -0.8% | +58.7% | -59.5% | -18.1% |
| 3Y | +50.8% | +200.7% | -150.0% | -3.7% |
| 5Y | +73.5% | +438.6% | -365.0% | -12.1% |
| All | +872.1% | +2,415.0% | -1,542.9% | +163.3% |
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