+2,295.8%
PWR vs ALM
+7,705.7%
-5,410.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +3.6% | -2.6% | +6.2% | +3.6% |
| 30D | -8.6% | +32.0% | -40.6% | -8.6% |
| 3M | -13.2% | -15.0% | +1.9% | -13.2% |
| 6M | +9.9% | -10.1% | +20.0% | +9.9% |
| YTD | +48.0% | +99.4% | -51.4% | +47.9% |
| 1Y | +66.2% | +316.4% | -250.2% | +65.9% |
| 3Y | +195.1% | +2,022.0% | -1,826.9% | +194.3% |
| 5Y | +442.6% | +941.2% | -498.6% | +441.2% |
| 10Y | +2,334.2% | +2,950.3% | -616.1% | +2,330.0% |
| All | +2,295.8% | +7,705.7% | -5,410.0% | +2,300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling