+2,425.3%
PWR vs BAH
+186.6%
+2,238.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | -5.1% | -6.6% | +1.5% | -3.6% |
| 3M | -9.4% | -7.2% | -2.2% | -8.2% |
| 6M | +10.4% | -10.0% | +20.4% | +11.9% |
| YTD | +48.6% | -12.5% | +61.1% | +49.8% |
| 1Y | +68.0% | -27.9% | +95.9% | +79.5% |
| 3Y | +204.7% | -31.4% | +236.1% | +215.6% |
| 5Y | +451.9% | -3.2% | +455.2% | +386.5% |
| 10Y | +2,425.3% | +191.5% | +2,233.9% | +1,386.0% |
| All | +2,425.3% | +186.6% | +2,238.7% | +1,386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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