-20.7%
PFE vs PWR
+443.9%
-464.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +1.8% | +3.6% | -1.8% | +1.6% |
| 30D | +10.2% | -8.6% | +18.8% | +10.5% |
| 3M | +12.7% | -13.2% | +25.8% | +13.2% |
| 6M | +10.5% | +9.9% | +0.6% | +9.7% |
| YTD | +20.2% | +48.0% | -27.9% | +17.4% |
| 1Y | +24.1% | +66.2% | -42.1% | +20.5% |
| 3Y | -3.6% | +195.1% | -198.7% | -10.7% |
| All | -20.7% | +443.9% | -464.6% | -32.4% |
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