+456.7%
PWR vs ADM
+64.4%
+392.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -4.9% | +11.0% | -15.9% | -6.9% |
| 3M | -7.9% | +6.0% | -13.9% | -9.1% |
| 6M | +18.3% | +26.9% | -8.6% | +12.3% |
| YTD | +51.5% | +50.0% | +1.5% | +38.9% |
| 1Y | +70.3% | +39.6% | +30.7% | +58.1% |
| 3Y | +210.6% | +18.5% | +192.1% | +204.7% |
| 5Y | +456.7% | +62.6% | +394.1% | +365.4% |
| All | +456.7% | +64.4% | +392.2% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling