0.0%
PG vs PWR
+199.1%
-199.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -1.5% | -7.7% | +6.2% | -1.9% |
| 3M | -3.4% | -4.9% | +1.6% | -3.5% |
| 6M | -7.0% | +9.7% | -16.7% | -6.5% |
| YTD | +2.0% | +46.7% | -44.7% | +4.3% |
| 1Y | -6.5% | +58.7% | -65.2% | -4.0% |
| All | 0.0% | +199.1% | -199.1% | +1.4% |
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 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