+242.7%
PWR vs ACWI
+74.6%
+168.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +11.3% | +2.4% | +8.8% | +7.5% |
| 30D | -8.9% | -1.7% | -7.2% | -6.0% |
| 3M | -10.5% | -3.9% | -6.6% | -4.3% |
| 6M | -22.2% | +0.8% | -23.0% | -22.2% |
| YTD | +42.7% | +11.0% | +31.7% | +24.2% |
| 1Y | +41.1% | +13.1% | +28.0% | +19.7% |
| 3Y | +242.7% | +73.9% | +168.9% | +58.0% |
| All | +242.7% | +74.6% | +168.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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