+260.9%
PM vs PWR
+1,887.5%
-1,626.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.5% |
| 7D | -7.1% | +4.7% | -11.8% | -7.8% |
| 30D | -2.8% | -12.5% | +9.7% | -1.4% |
| 3M | +6.3% | -9.3% | +15.7% | +7.0% |
| 6M | +9.6% | -22.2% | +31.8% | +12.5% |
| YTD | +25.6% | +44.2% | -18.6% | +14.8% |
| 1Y | +29.7% | +35.5% | -5.9% | +19.6% |
| 3Y | +147.6% | +250.4% | -102.9% | +78.6% |
| 5Y | +160.1% | +425.6% | -265.5% | +63.6% |
| 10Y | +260.9% | +1,874.2% | -1,613.3% | +43.0% |
| All | +260.9% | +1,887.5% | -1,626.6% | +43.0% |
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