+2,521.4%
PWR vs AZO
+296.8%
+2,224.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +4.2% | -3.6% | +7.8% | +5.4% |
| 30D | -4.0% | -5.6% | +1.5% | -2.5% |
| 3M | -4.8% | -6.6% | +1.9% | -3.7% |
| 6M | +14.6% | -22.5% | +37.1% | +23.1% |
| YTD | +54.2% | -15.2% | +69.4% | +59.9% |
| 1Y | +67.1% | -33.9% | +101.0% | +88.4% |
| 3Y | +218.5% | +11.8% | +206.6% | +185.8% |
| 5Y | +466.3% | +85.5% | +380.7% | +305.4% |
| All | +2,521.4% | +296.8% | +2,224.6% | +1,358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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