+73.5%
MSFT vs PWR
+443.9%
-370.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -2.7% | +3.6% | -6.3% | -3.6% |
| 30D | +2.7% | -8.6% | +11.3% | +4.8% |
| 3M | +17.0% | -13.2% | +30.1% | +19.6% |
| 6M | +23.8% | +9.9% | +13.9% | +16.9% |
| YTD | +4.0% | +48.0% | -44.1% | -11.0% |
| 1Y | -0.8% | +66.2% | -67.0% | -18.9% |
| 3Y | +55.6% | +195.1% | -139.5% | +0.4% |
| All | +73.5% | +443.9% | -370.4% | -17.3% |
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 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