+1,831.6%
PWR vs ALM
+2,100.8%
-269.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.0% |
| 7D | +11.3% | +1.2% | +10.1% | +11.2% |
| 30D | -8.9% | -19.3% | +10.5% | -8.0% |
| 3M | -10.5% | -40.6% | +30.1% | -8.8% |
| 6M | -22.2% | -57.9% | +35.7% | -20.0% |
| YTD | +42.7% | -6.7% | +49.4% | +43.7% |
| 1Y | +41.1% | +20.2% | +20.9% | +41.2% |
| 3Y | +242.7% | +879.4% | -636.7% | +227.8% |
| 5Y | +418.5% | +415.3% | +3.3% | +398.7% |
| All | +1,831.6% | +2,100.8% | -269.2% | +1,833.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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