+406.3%
PWR vs AG
+5.9%
+400.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.6% |
| 7D | -11.2% | +6.0% | -17.2% | -12.1% |
| 30D | -17.4% | -13.5% | -3.9% | -15.7% |
| 3M | -11.7% | -20.7% | +8.9% | -9.2% |
| 6M | -21.7% | -31.5% | +9.8% | -18.4% |
| YTD | +38.3% | -10.1% | +48.4% | +37.2% |
| 1Y | +29.6% | +26.0% | +3.6% | +22.6% |
| 3Y | +236.1% | +228.9% | +7.3% | +171.4% |
| 5Y | +406.3% | +8.7% | +397.7% | +428.0% |
| All | +406.3% | +5.9% | +400.4% | +428.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling