+425.6%
PWR vs AA
-11.0%
+436.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.6% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -12.5% | -1.3% | -11.2% | -12.1% |
| 3M | -9.3% | -23.9% | +14.6% | -3.5% |
| 6M | -22.2% | -36.8% | +14.6% | -14.2% |
| YTD | +44.2% | -22.2% | +66.3% | +49.8% |
| 1Y | +35.5% | +10.4% | +25.2% | +29.8% |
| 3Y | +250.4% | +72.0% | +178.4% | +190.3% |
| 5Y | +425.6% | -15.6% | +441.2% | +376.7% |
| All | +425.6% | -11.0% | +436.6% | +376.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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