+146.7%
PM vs PWR
+250.5%
-103.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.2% |
| 7D | -7.1% | +4.7% | -11.8% | -6.9% |
| 30D | -2.8% | -12.5% | +9.7% | -3.1% |
| 3M | +6.3% | -9.3% | +15.7% | +6.1% |
| 6M | +9.6% | -22.2% | +31.8% | +10.0% |
| YTD | +25.6% | +44.2% | -18.6% | +26.0% |
| 1Y | +29.7% | +35.5% | -5.9% | +29.9% |
| All | +146.7% | +250.5% | -103.8% | +136.4% |
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