+32.4%
PWR vs AME
+21.1%
+11.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.6% | -7.0% | -6.1% |
| 7D | -4.4% | -4.4% | +0.1% | +1.4% |
| 30D | -15.1% | -5.9% | -9.2% | -8.1% |
| 3M | -16.2% | -6.5% | -9.7% | -8.6% |
| 6M | -23.3% | +3.2% | -26.5% | -24.5% |
| YTD | +37.6% | +16.0% | +21.6% | +18.9% |
| 1Y | +32.4% | +20.4% | +12.0% | +11.0% |
| All | +32.4% | +21.1% | +11.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling