+62.4%
MSFT vs PWR
+411.6%
-349.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.3% | +11.3% | -12.6% | -3.8% |
| 30D | -1.8% | -8.9% | +7.0% | -0.5% |
| 3M | +5.6% | -10.5% | +16.1% | +7.1% |
| 6M | +29.8% | -22.2% | +52.0% | +34.7% |
| YTD | +9.0% | +42.7% | -33.7% | -7.2% |
| 1Y | +4.9% | +41.1% | -36.2% | -10.6% |
| 3Y | +46.2% | +242.7% | -196.5% | -13.6% |
| All | +62.4% | +411.6% | -349.2% | -23.3% |
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