+4,326.3%
MSFT vs PWR
+8,011.0%
-3,684.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | +2.3% | -11.2% | +13.6% | +4.2% |
| 30D | -0.4% | -17.4% | +17.0% | +2.6% |
| 3M | +5.6% | -11.7% | +17.3% | +7.0% |
| 6M | +29.0% | -21.7% | +50.7% | +32.9% |
| YTD | +10.9% | +38.3% | -27.3% | +1.5% |
| 1Y | +6.2% | +29.6% | -23.3% | -1.7% |
| 3Y | +47.6% | +236.1% | -188.5% | +11.8% |
| 5Y | +67.9% | +406.3% | -338.4% | +16.6% |
| 10Y | +922.9% | +1,796.7% | -873.8% | +443.5% |
| All | +4,326.3% | +8,011.0% | -3,684.7% | +1,331.6% |
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