+1,827.1%
PWR vs ALLE
+222.4%
+1,604.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | -12.9% | -0.6% | -12.3% | -12.7% |
| 30D | -22.8% | +25.3% | -48.2% | -32.3% |
| 3M | -19.0% | +10.3% | -29.3% | -23.9% |
| 6M | -31.1% | +38.0% | -69.1% | -43.5% |
| YTD | +28.3% | +17.8% | +10.5% | +13.9% |
| 1Y | +22.2% | +13.6% | +8.6% | +10.8% |
| 3Y | +222.2% | +89.2% | +133.0% | +109.0% |
| 5Y | +364.2% | +51.1% | +313.1% | +237.6% |
| All | +1,827.1% | +222.4% | +1,604.6% | +780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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