+7,830.8%
PWR vs AME
+7,297.1%
+533.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -11.2% | -4.1% | -7.1% | -7.8% |
| 30D | -17.4% | -4.1% | -13.3% | -13.9% |
| 3M | -11.7% | -5.6% | -6.1% | -6.9% |
| 6M | -21.7% | +2.8% | -24.5% | -21.9% |
| YTD | +38.3% | +16.6% | +21.7% | +26.6% |
| 1Y | +29.6% | +21.1% | +8.5% | +15.6% |
| 3Y | +236.1% | +61.1% | +175.1% | +143.2% |
| 5Y | +406.3% | +76.6% | +329.8% | +244.2% |
| 10Y | +1,796.7% | +431.3% | +1,365.4% | +507.4% |
| All | +7,830.8% | +7,297.1% | +533.7% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling