+775.2%
PWR vs ABCL
-81.3%
+856.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| 3M | -13.2% | +79.4% | -92.6% | -20.2% |
| 6M | +9.9% | +214.9% | -205.0% | -6.3% |
| YTD | +48.0% | +234.2% | -186.2% | +24.4% |
| 1Y | +66.2% | +174.8% | -108.6% | +42.0% |
| 3Y | +195.1% | +104.5% | +90.6% | +148.8% |
| 5Y | +442.6% | -39.0% | +481.6% | +386.5% |
| All | +775.2% | -81.3% | +856.4% | +751.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling