+1,449.6%
NET vs PWR
+1,563.1%
-113.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -7.0% | +3.6% | -10.6% | -8.5% |
| 30D | -4.8% | -8.6% | +3.8% | -1.1% |
| 3M | +3.8% | -13.2% | +17.0% | +9.1% |
| 6M | +50.0% | +9.9% | +40.1% | +37.6% |
| YTD | +41.5% | +48.0% | -6.6% | +11.3% |
| 1Y | +32.8% | +66.2% | -33.3% | -1.9% |
| 3Y | +335.9% | +195.1% | +140.8% | +130.7% |
| 5Y | +113.8% | +442.6% | -328.7% | -13.5% |
| All | +1,449.6% | +1,563.1% | -113.5% | +456.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling