+29.6%
PWR vs ACM
-45.8%
+75.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -11.2% | +6.6% | -17.9% | -11.8% |
| 30D | -17.4% | +19.8% | -37.2% | -18.6% |
| 3M | -11.7% | -3.1% | -8.6% | -11.2% |
| 6M | -21.7% | -11.5% | -10.2% | -19.1% |
| YTD | +38.3% | -24.7% | +63.0% | +47.1% |
| 1Y | +29.6% | -45.1% | +74.6% | +39.7% |
| All | +29.6% | -45.8% | +75.3% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling