+658.3%
PWR vs ABCL
-80.5%
+738.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.5% | +5.5% |
| 7D | -12.9% | -3.2% | -9.7% | -12.5% |
| 30D | -22.8% | -7.4% | -15.4% | -22.2% |
| 3M | -19.0% | +81.9% | -100.9% | -25.4% |
| 6M | -31.1% | +135.7% | -166.8% | -39.2% |
| YTD | +28.3% | +247.4% | -219.1% | +7.0% |
| 1Y | +22.2% | +162.3% | -140.0% | +5.1% |
| 3Y | +222.2% | +165.5% | +56.7% | +164.4% |
| 5Y | +364.2% | -21.3% | +385.4% | +310.5% |
| All | +658.3% | -80.5% | +738.8% | +632.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling