+2,521.4%
PWR vs APD
+166.7%
+2,354.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | +4.2% | -3.3% | +7.5% | +5.8% |
| 30D | -4.0% | -4.2% | +0.1% | -2.3% |
| 3M | -4.8% | +5.4% | -10.2% | -8.0% |
| 6M | +14.6% | +6.3% | +8.4% | +10.2% |
| YTD | +54.2% | +20.3% | +33.9% | +38.4% |
| 1Y | +67.1% | +1.6% | +65.5% | +62.1% |
| 3Y | +218.5% | +4.0% | +214.4% | +196.1% |
| 5Y | +466.3% | +23.3% | +442.9% | +365.7% |
| All | +2,521.4% | +166.7% | +2,354.8% | +1,100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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