+48.8%
PFE vs PWR
+1,844.4%
-1,795.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | +11.3% | -13.0% | -2.9% |
| 30D | +0.3% | -8.9% | +9.2% | +1.0% |
| 3M | +9.4% | -10.5% | +19.9% | +10.0% |
| 6M | +14.9% | -22.2% | +37.1% | +17.2% |
| YTD | +23.8% | +42.7% | -19.0% | +15.7% |
| 1Y | +19.5% | +41.1% | -21.6% | +11.8% |
| 3Y | +21.0% | +242.7% | -221.7% | -4.6% |
| 5Y | -23.9% | +418.5% | -442.4% | -46.0% |
| All | +48.8% | +1,844.4% | -1,795.6% | -28.2% |
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