+116.1%
PG vs PWR
+2,544.4%
-2,428.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.2% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | +0.8% | -4.0% | +4.9% | +1.1% |
| 3M | -1.3% | -4.8% | +3.4% | -1.3% |
| 6M | -3.8% | +14.6% | -18.5% | -5.8% |
| YTD | +3.6% | +54.2% | -50.6% | -1.6% |
| 1Y | -5.7% | +67.1% | -72.8% | -11.5% |
| 3Y | +1.6% | +218.5% | -216.9% | -14.5% |
| 5Y | +14.6% | +466.3% | -451.7% | -13.6% |
| All | +116.1% | +2,544.4% | -2,428.3% | +14.9% |
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 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