+2,425.3%
PWR vs ACM
+124.8%
+2,300.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | 0.0% |
| 7D | +2.7% | -3.7% | +6.3% | +5.0% |
| 30D | -5.1% | -12.7% | +7.5% | +1.6% |
| 3M | -9.4% | -9.8% | +0.4% | -6.0% |
| 6M | +10.4% | -31.4% | +41.8% | +35.7% |
| YTD | +48.6% | -32.1% | +80.7% | +81.2% |
| 1Y | +68.0% | -47.8% | +115.8% | +142.7% |
| 3Y | +204.7% | -22.1% | +226.8% | +235.0% |
| 5Y | +451.9% | +1.8% | +450.1% | +410.8% |
| 10Y | +2,425.3% | +132.5% | +2,292.8% | +1,310.8% |
| All | +2,425.3% | +124.8% | +2,300.6% | +1,310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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