+404.2%
PWR vs BAH
+9.2%
+394.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.2% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | -16.2% | +17.3% | -33.5% | -18.1% |
| 3M | -11.9% | +14.9% | -26.8% | -13.9% |
| 6M | -20.6% | +14.2% | -34.8% | -22.4% |
| YTD | +40.3% | +5.1% | +35.1% | +37.5% |
| 1Y | +33.0% | +2.1% | +30.9% | +31.2% |
| 3Y | +250.0% | -26.0% | +276.0% | +261.7% |
| 5Y | +404.2% | +9.0% | +395.2% | +318.5% |
| All | +404.2% | +9.2% | +394.9% | +318.5% |
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