+716.5%
PEP vs PWR
+6,979.4%
-6,263.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.3% | +12.5% | +1.1% |
| 7D | +6.7% | -19.9% | +26.5% | +8.3% |
| 30D | +13.5% | -29.3% | +42.8% | +16.2% |
| 3M | +3.9% | -25.5% | +29.4% | +5.8% |
| 6M | -6.0% | -34.0% | +28.0% | -3.7% |
| YTD | +2.5% | +20.7% | -18.2% | -0.4% |
| 1Y | +3.9% | +12.3% | -8.4% | +1.5% |
| 3Y | -4.7% | +201.9% | -206.5% | -15.7% |
| 5Y | +1.1% | +336.8% | -335.7% | -14.2% |
| 10Y | +83.8% | +1,748.9% | -1,665.0% | +35.8% |
| All | +716.5% | +6,979.4% | -6,263.0% | +345.8% |
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 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