+200.3%
PWR vs ABCL
+109.3%
+90.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | -8.6% | +93.1% | -101.7% | -17.2% |
| 3M | -13.2% | +79.4% | -92.6% | -21.1% |
| 6M | +9.9% | +214.9% | -205.0% | -8.7% |
| YTD | +48.0% | +234.2% | -186.2% | +20.7% |
| 1Y | +66.2% | +174.8% | -108.6% | +38.3% |
| All | +200.3% | +109.3% | +90.9% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling