+54.7%
MSFT vs PWR
+245.6%
-190.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.6% | +1.2% |
| 7D | +7.5% | -4.8% | +12.3% | +7.8% |
| 30D | +1.9% | -16.2% | +18.1% | +4.3% |
| 3M | +9.2% | -11.9% | +21.2% | +10.6% |
| 6M | +31.9% | -20.6% | +52.4% | +33.9% |
| YTD | +13.4% | +40.3% | -26.8% | -0.2% |
| 1Y | +10.6% | +33.0% | -22.4% | -1.5% |
| 3Y | +54.7% | +250.0% | -195.3% | +5.8% |
| All | +54.7% | +245.6% | -190.9% | +5.8% |
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 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