+1,381.0%
NET vs PWR
+1,445.9%
-64.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.7% | +9.1% | +2.5% |
| 7D | -16.4% | -4.4% | -12.0% | -15.0% |
| 30D | -25.8% | -15.1% | -10.8% | -20.8% |
| 3M | -11.5% | -16.2% | +4.7% | -5.6% |
| 6M | +18.9% | -23.3% | +42.3% | +29.9% |
| YTD | +35.2% | +37.6% | -2.4% | +8.5% |
| 1Y | +14.5% | +32.4% | -17.9% | -6.5% |
| 3Y | +313.8% | +244.2% | +69.6% | +99.7% |
| 5Y | +32.6% | +416.2% | -383.6% | -45.4% |
| All | +1,381.0% | +1,445.9% | -64.9% | +442.5% |
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