+132.5%
NOK vs PWR
+1,887.5%
-1,755.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -1.9% | +0.7% |
| 7D | +2.2% | +4.7% | -2.6% | +0.4% |
| 30D | -14.7% | -12.5% | -2.2% | -10.6% |
| 3M | -10.6% | -9.3% | -1.3% | -7.2% |
| 6M | -39.4% | -22.2% | -17.2% | -33.7% |
| YTD | +30.4% | +44.2% | -13.7% | +18.2% |
| 1Y | +22.3% | +35.5% | -13.2% | +12.6% |
| 3Y | +157.6% | +250.4% | -92.8% | +67.7% |
| 5Y | +64.6% | +425.6% | -361.1% | -8.5% |
| 10Y | +132.5% | +1,874.2% | -1,741.8% | -21.8% |
| All | +132.5% | +1,887.5% | -1,755.1% | -21.8% |
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