+13.4%
PG vs PWR
+462.1%
-448.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.6% |
| 7D | -0.8% | +4.2% | -5.0% | -0.8% |
| 30D | +0.8% | -4.0% | +4.9% | +0.8% |
| 3M | -1.3% | -4.8% | +3.4% | -1.3% |
| 6M | -3.8% | +14.6% | -18.5% | -4.1% |
| YTD | +3.6% | +54.2% | -50.6% | +2.9% |
| 1Y | -5.7% | +67.1% | -72.8% | -6.7% |
| 3Y | +1.6% | +218.5% | -216.9% | -4.3% |
| All | +13.4% | +462.1% | -448.7% | +3.2% |
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