+1,979.0%
PWR vs ALLE
+338.1%
+1,640.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +19.1% | +1.6% | +17.5% | +18.2% |
| 30D | -12.0% | +24.1% | -36.1% | -22.2% |
| 3M | -10.6% | +14.8% | -25.4% | -17.8% |
| 6M | -20.8% | +45.9% | -66.7% | -36.8% |
| YTD | +43.7% | +20.7% | +23.0% | +26.1% |
| 1Y | +35.0% | +14.2% | +20.8% | +22.2% |
| 3Y | +249.4% | +90.7% | +158.7% | +128.0% |
| 5Y | +422.1% | +50.6% | +371.6% | +283.4% |
| 10Y | +1,868.4% | +208.9% | +1,659.6% | +826.2% |
| All | +1,979.0% | +338.1% | +1,640.9% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling