+3,441.7%
PWR vs BAH
+886.2%
+2,555.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | +3.6% | -3.2% | +6.8% | +4.6% |
| 30D | -8.6% | +2.0% | -10.6% | -9.3% |
| 3M | -13.2% | -7.6% | -5.5% | -12.0% |
| 6M | +9.9% | -5.7% | +15.6% | +9.6% |
| YTD | +48.0% | -11.7% | +59.8% | +48.8% |
| 1Y | +66.2% | -27.4% | +93.5% | +77.1% |
| 3Y | +195.1% | -32.5% | +227.6% | +209.9% |
| 5Y | +442.6% | -3.3% | +445.9% | +389.5% |
| 10Y | +2,334.2% | +186.0% | +2,148.2% | +1,359.7% |
| All | +3,441.7% | +886.2% | +2,555.5% | +1,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling