+1,874.2%
PWR vs BAH
+211.3%
+1,662.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +4.7% | -1.6% | +6.3% | +5.0% |
| 30D | -12.5% | +18.0% | -30.5% | -16.2% |
| 3M | -9.3% | +11.4% | -20.8% | -12.3% |
| 6M | -22.2% | +17.7% | -39.9% | -26.6% |
| YTD | +44.2% | +5.4% | +38.8% | +38.0% |
| 1Y | +35.5% | +2.8% | +32.8% | +30.5% |
| 3Y | +250.4% | -26.7% | +277.1% | +262.3% |
| 5Y | +425.6% | +8.1% | +417.6% | +354.6% |
| 10Y | +1,874.2% | +202.5% | +1,671.7% | +1,145.1% |
| All | +1,874.2% | +211.3% | +1,662.9% | +1,145.1% |
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