+154.9%
PWR vs AS
+133.7%
+21.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.3% | -10.0% | -11.8% |
| 7D | -19.9% | +7.1% | -27.0% | -21.2% |
| 30D | -29.3% | +12.8% | -42.1% | -31.3% |
| 3M | -25.5% | -14.7% | -10.7% | -23.1% |
| 6M | -34.0% | -9.9% | -24.1% | -33.1% |
| YTD | +20.7% | -16.1% | +36.8% | +23.5% |
| 1Y | +12.3% | +0.2% | +12.2% | +10.1% |
| All | +154.9% | +133.7% | +21.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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