+619.5%
PG vs PWR
+8,787.2%
-8,167.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.7% |
| 7D | -0.4% | +4.5% | -5.0% | -0.7% |
| 30D | -0.1% | -4.9% | +4.7% | +0.1% |
| 3M | +1.1% | -7.9% | +9.0% | +1.3% |
| 6M | -3.8% | +18.3% | -22.2% | -5.3% |
| YTD | +3.8% | +51.5% | -47.7% | +0.6% |
| 1Y | -5.8% | +70.3% | -76.1% | -9.6% |
| 3Y | +3.0% | +210.6% | -207.6% | -6.1% |
| 5Y | +14.5% | +456.7% | -442.2% | -0.3% |
| 10Y | +117.8% | +2,396.1% | -2,278.3% | +69.5% |
| All | +619.5% | +8,787.2% | -8,167.7% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling