+250.0%
PWR vs APA
+34.8%
+215.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.5% | +9.4% |
| 7D | -4.8% | -8.7% | +4.0% | -3.9% |
| 30D | -16.2% | -2.4% | -13.8% | -16.0% |
| 3M | -11.9% | +19.0% | -30.9% | -13.5% |
| 6M | -20.6% | +26.8% | -47.4% | -22.8% |
| YTD | +40.3% | +87.3% | -47.1% | +27.8% |
| 1Y | +33.0% | +92.3% | -59.3% | +20.4% |
| 3Y | +250.0% | +37.3% | +212.7% | +210.2% |
| All | +250.0% | +34.8% | +215.2% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling