+2,104.2%
PWR vs ACM
+230.8%
+1,873.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.6% | -3.7% | +7.3% | +6.0% |
| 30D | -8.6% | -11.1% | +2.5% | -3.2% |
| 3M | -13.2% | -8.0% | -5.2% | -11.0% |
| 6M | +9.9% | -29.7% | +39.6% | +32.1% |
| YTD | +48.0% | -29.4% | +77.4% | +75.1% |
| 1Y | +66.2% | -46.4% | +112.6% | +132.4% |
| 3Y | +195.1% | -22.3% | +217.5% | +226.8% |
| 5Y | +442.6% | +4.5% | +438.1% | +400.8% |
| 10Y | +2,334.2% | +127.6% | +2,206.6% | +1,207.8% |
| All | +2,104.2% | +230.8% | +1,873.4% | +702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling