+406.3%
PWR vs AME
+76.9%
+329.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -11.2% | -4.1% | -7.1% | -7.0% |
| 30D | -17.4% | -4.1% | -13.3% | -13.3% |
| 3M | -11.7% | -5.6% | -6.1% | -6.0% |
| 6M | -21.7% | +2.8% | -24.5% | -22.0% |
| YTD | +38.3% | +16.6% | +21.7% | +24.8% |
| 1Y | +29.6% | +21.1% | +8.5% | +13.6% |
| 3Y | +236.1% | +61.1% | +175.1% | +127.7% |
| 5Y | +406.3% | +76.6% | +329.8% | +213.5% |
| All | +406.3% | +76.9% | +329.5% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling