+1.6%
PG vs PWR
+214.5%
-212.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.9% |
| 7D | -0.8% | +4.2% | -5.0% | -0.6% |
| 30D | +0.8% | -4.0% | +4.9% | +0.6% |
| 3M | -1.3% | -4.8% | +3.4% | -1.4% |
| 6M | -3.8% | +14.6% | -18.5% | -3.1% |
| YTD | +3.6% | +54.2% | -50.6% | +6.2% |
| 1Y | -5.7% | +67.1% | -72.8% | -3.0% |
| 3Y | +1.6% | +218.5% | -216.9% | +3.3% |
| All | +1.6% | +214.5% | -212.9% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling