+160.8%
PM vs PWR
+425.2%
-264.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.0% |
| 7D | -7.1% | +4.7% | -11.8% | -7.1% |
| 30D | -2.8% | -12.5% | +9.7% | -2.7% |
| 3M | +6.3% | -9.3% | +15.7% | +6.4% |
| 6M | +9.6% | -22.2% | +31.8% | +10.5% |
| YTD | +25.6% | +44.2% | -18.6% | +23.2% |
| 1Y | +29.7% | +35.5% | -5.9% | +27.5% |
| 3Y | +147.6% | +250.4% | -102.9% | +124.2% |
| All | +160.8% | +425.2% | -264.4% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling