+4,048.5%
MSFT vs PWR
+8,583.6%
-4,535.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -2.7% | +3.6% | -6.3% | -3.3% |
| 30D | +2.7% | -8.6% | +11.3% | +4.3% |
| 3M | +17.0% | -13.2% | +30.1% | +19.4% |
| 6M | +23.8% | +9.9% | +13.9% | +19.8% |
| YTD | +4.0% | +48.0% | -44.1% | -5.3% |
| 1Y | -0.8% | +66.2% | -67.0% | -12.0% |
| 3Y | +55.6% | +195.1% | -139.5% | +21.4% |
| 5Y | +72.9% | +442.6% | -369.7% | +19.3% |
| 10Y | +875.8% | +2,334.2% | -1,458.4% | +399.9% |
| All | +4,048.5% | +8,583.6% | -4,535.1% | +1,235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling