+2,169.8%
PWR vs ALM
+3,798.4%
-1,628.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.3% | +9.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.8% |
| 30D | -16.2% | -26.1% | +9.9% | -16.2% |
| 3M | -11.9% | -38.1% | +26.2% | -11.9% |
| 6M | -20.6% | -55.4% | +34.8% | -20.5% |
| YTD | +40.3% | -0.4% | +40.6% | +40.3% |
| 1Y | +33.0% | +25.4% | +7.7% | +33.1% |
| 3Y | +250.0% | +907.8% | -657.8% | +249.7% |
| 5Y | +404.2% | +440.2% | -36.0% | +403.7% |
| 10Y | +1,865.8% | +2,031.1% | -165.3% | +1,865.7% |
| All | +2,169.8% | +3,798.4% | -1,628.6% | +2,177.5% |
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