+7,830.8%
PWR vs ALB
+1,206.3%
+6,624.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | +0.2% |
| 7D | -11.2% | +5.3% | -16.5% | -13.5% |
| 30D | -17.4% | -6.3% | -11.1% | -15.9% |
| 3M | -11.7% | -27.4% | +15.7% | -1.6% |
| 6M | -21.7% | -53.1% | +31.4% | +3.2% |
| YTD | +38.3% | -32.3% | +70.6% | +52.6% |
| 1Y | +29.6% | -7.3% | +36.9% | +24.8% |
| 3Y | +236.1% | -14.9% | +251.1% | +186.2% |
| 5Y | +406.3% | -62.0% | +468.4% | +468.7% |
| 10Y | +1,796.7% | +33.0% | +1,763.7% | +905.5% |
| All | +7,830.8% | +1,206.3% | +6,624.4% | +1,404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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