-23.1%
PFE vs PWR
+427.2%
-450.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | +0.3% |
| 7D | -3.0% | +4.7% | -7.7% | -3.0% |
| 30D | +5.2% | -12.5% | +17.7% | +5.4% |
| 3M | +12.2% | -9.3% | +21.6% | +12.3% |
| 6M | +17.8% | -22.2% | +40.0% | +18.4% |
| YTD | +26.2% | +44.2% | -18.0% | +23.9% |
| 1Y | +23.2% | +35.5% | -12.4% | +21.2% |
| 3Y | +21.3% | +250.4% | -229.2% | +12.5% |
| 5Y | -23.1% | +425.6% | -448.7% | -31.1% |
| All | -23.1% | +427.2% | -450.2% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling