+232.4%
PM vs PWR
+1,833.2%
-1,600.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -2.7% |
| 7D | -5.2% | -12.9% | +7.6% | -3.7% |
| 30D | +2.7% | -22.8% | +25.5% | +6.0% |
| 3M | +6.1% | -19.0% | +25.1% | +8.5% |
| 6M | +18.0% | -31.1% | +49.1% | +23.2% |
| YTD | +26.6% | +28.3% | -1.7% | +17.8% |
| 1Y | +36.7% | +22.2% | +14.5% | +28.1% |
| 3Y | +146.0% | +222.2% | -76.2% | +80.1% |
| 5Y | +164.1% | +364.2% | -200.1% | +70.9% |
| All | +232.4% | +1,833.2% | -1,600.8% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling