+795.7%
PWR vs ABCL
-81.2%
+876.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | -4.9% | +65.1% | -70.0% | -11.1% |
| 3M | -7.9% | +111.1% | -118.9% | -16.9% |
| 6M | +18.3% | +231.6% | -213.3% | +0.3% |
| YTD | +51.5% | +234.5% | -183.0% | +27.3% |
| 1Y | +70.3% | +174.3% | -104.0% | +45.6% |
| 3Y | +210.6% | +111.5% | +99.1% | +161.0% |
| 5Y | +456.7% | -37.3% | +494.0% | +398.4% |
| All | +795.7% | -81.2% | +876.9% | +771.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling