+1,831.6%
PWR vs APA
+8.7%
+1,822.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +11.3% | +8.5% | +2.8% | +9.5% |
| 30D | -8.9% | +2.8% | -11.6% | -9.4% |
| 3M | -10.5% | +21.7% | -32.2% | -14.2% |
| 6M | -22.2% | +32.6% | -54.8% | -27.3% |
| YTD | +42.7% | +103.7% | -61.0% | +20.4% |
| 1Y | +41.1% | +101.8% | -60.7% | +19.0% |
| 3Y | +242.7% | +48.1% | +194.7% | +196.5% |
| 5Y | +418.5% | +91.9% | +326.6% | +309.4% |
| All | +1,831.6% | +8.7% | +1,822.9% | +1,296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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