+222.2%
PWR vs ALL
+105.5%
+116.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.7% | +5.8% |
| 7D | -12.9% | -1.9% | -10.9% | -13.0% |
| 30D | -22.8% | +13.8% | -36.6% | -22.2% |
| 3M | -19.0% | -7.0% | -12.0% | -19.1% |
| 6M | -31.1% | +18.0% | -49.1% | -31.8% |
| YTD | +28.3% | +24.2% | +4.1% | +26.1% |
| 1Y | +22.2% | +31.2% | -9.0% | +18.9% |
| 3Y | +222.2% | +107.5% | +114.6% | +192.1% |
| All | +222.2% | +105.5% | +116.7% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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