+143.9%
PM vs PWR
+221.0%
-77.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -1.6% |
| 7D | -5.2% | -12.9% | +7.6% | -5.6% |
| 30D | +2.7% | -22.8% | +25.5% | +1.9% |
| 3M | +5.2% | -19.0% | +24.2% | +4.7% |
| 6M | +17.0% | -31.1% | +48.1% | +16.9% |
| YTD | +25.5% | +28.2% | -2.7% | +25.5% |
| 1Y | +35.5% | +22.2% | +13.3% | +35.4% |
| 3Y | +143.9% | +222.1% | -78.2% | +138.2% |
| All | +143.9% | +221.0% | -77.1% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling