+835.7%
PM vs PWR
+2,493.5%
-1,657.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -2.9% |
| 7D | -5.2% | -12.9% | +7.6% | -3.3% |
| 30D | +2.7% | -22.8% | +25.5% | +6.8% |
| 3M | +5.2% | -19.0% | +24.2% | +8.2% |
| 6M | +17.0% | -31.1% | +48.1% | +22.7% |
| YTD | +25.5% | +28.2% | -2.7% | +16.5% |
| 1Y | +35.5% | +22.2% | +13.3% | +26.6% |
| 3Y | +143.9% | +222.1% | -78.2% | +81.3% |
| 5Y | +161.8% | +364.1% | -202.2% | +75.5% |
| 10Y | +235.9% | +1,864.5% | -1,628.6% | +57.7% |
| All | +835.7% | +2,493.5% | -1,657.7% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling