-4.1%
PEP vs PWR
+241.6%
-245.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | +4.6% | -11.2% | +15.9% | +3.6% |
| 30D | +14.0% | -17.4% | +31.4% | +12.5% |
| 3M | +5.4% | -11.7% | +17.1% | +4.6% |
| 6M | -5.1% | -21.7% | +16.6% | -6.1% |
| YTD | +3.1% | +38.3% | -35.2% | +6.0% |
| 1Y | +4.8% | +29.6% | -24.8% | +7.2% |
| 3Y | -4.1% | +236.1% | -240.3% | +3.9% |
| All | -4.1% | +241.6% | -245.7% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling