+1,844.9%
PWR vs AG
+80.4%
+1,764.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.3% |
| 7D | +19.1% | -6.0% | +25.1% | +19.9% |
| 30D | -12.0% | -14.3% | +2.3% | -10.7% |
| 3M | -10.6% | -26.9% | +16.3% | -8.0% |
| 6M | -20.8% | -42.1% | +21.3% | -17.0% |
| YTD | +43.7% | -15.9% | +59.6% | +44.1% |
| 1Y | +35.0% | +11.5% | +23.5% | +31.6% |
| 3Y | +249.4% | +208.0% | +41.4% | +204.2% |
| 5Y | +422.1% | +2.4% | +419.7% | +382.5% |
| All | +1,844.9% | +80.4% | +1,764.5% | +1,558.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling