+2,521.4%
PWR vs AMCR
+14.6%
+2,506.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.7% |
| 7D | +4.2% | -6.3% | +10.5% | +6.6% |
| 30D | -4.0% | -7.8% | +3.8% | -1.4% |
| 3M | -4.8% | +7.5% | -12.3% | -8.3% |
| 6M | +14.6% | +2.7% | +11.9% | +11.8% |
| YTD | +54.2% | +6.0% | +48.2% | +47.1% |
| 1Y | +67.1% | +7.8% | +59.3% | +57.8% |
| 3Y | +218.5% | +5.8% | +212.7% | +194.2% |
| 5Y | +466.3% | -11.6% | +477.9% | +463.0% |
| All | +2,521.4% | +14.6% | +2,506.8% | +2,063.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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