+31.0%
PG vs PWR
+411.6%
-380.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.0% |
| 7D | +2.7% | +11.3% | -8.6% | +2.8% |
| 30D | +9.2% | -8.9% | +18.1% | +9.1% |
| 3M | +18.5% | -10.5% | +29.0% | +18.4% |
| 6M | +21.1% | -22.2% | +43.2% | +21.2% |
| YTD | +21.9% | +42.7% | -20.8% | +21.1% |
| 1Y | +18.1% | +41.1% | -23.0% | +17.3% |
| 3Y | +20.6% | +242.7% | -222.2% | +11.9% |
| All | +31.0% | +411.6% | -380.5% | +20.9% |
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 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