+222.2%
PWR vs ACM
-12.3%
+234.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.2% |
| 7D | -12.9% | +5.4% | -18.2% | -14.8% |
| 30D | -22.8% | +15.1% | -38.0% | -27.3% |
| 3M | -19.0% | -10.5% | -8.5% | -15.4% |
| 6M | -31.1% | -19.7% | -11.4% | -24.0% |
| YTD | +28.3% | -28.8% | +57.1% | +49.3% |
| 1Y | +22.2% | -47.9% | +70.1% | +76.7% |
| 3Y | +222.2% | -12.4% | +234.5% | +209.0% |
| All | +222.2% | -12.3% | +234.5% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling