+456.7%
PWR vs BAH
-2.8%
+459.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.5% |
| 7D | +4.5% | -4.3% | +8.9% | +5.2% |
| 30D | -4.9% | -4.5% | -0.4% | -4.3% |
| 3M | -7.9% | -7.6% | -0.3% | -6.6% |
| 6M | +18.3% | -10.6% | +28.9% | +20.1% |
| YTD | +51.5% | -12.6% | +64.1% | +52.7% |
| 1Y | +70.3% | -27.0% | +97.3% | +79.5% |
| 3Y | +210.6% | -31.5% | +242.1% | +216.0% |
| 5Y | +456.7% | -3.8% | +460.5% | +369.7% |
| All | +456.7% | -2.8% | +459.5% | +369.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling