+210.6%
PWR vs ACM
-19.8%
+230.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | -4.9% | -12.9% | +8.0% | +1.1% |
| 3M | -7.9% | -6.4% | -1.5% | -6.7% |
| 6M | +18.3% | -29.2% | +47.6% | +41.8% |
| YTD | +51.5% | -29.9% | +81.4% | +79.2% |
| 1Y | +70.3% | -47.3% | +117.6% | +147.1% |
| 3Y | +210.6% | -19.6% | +230.2% | +206.4% |
| All | +210.6% | -19.8% | +230.4% | +206.4% |
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