+3,338.8%
PWR vs BAH
+1,079.0%
+2,259.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +19.1% | -2.6% | +21.6% | +19.8% |
| 30D | -12.0% | +20.4% | -32.4% | -16.8% |
| 3M | -10.6% | +11.9% | -22.4% | -14.1% |
| 6M | -20.8% | +17.1% | -38.0% | -26.0% |
| YTD | +43.7% | +5.5% | +38.2% | +36.3% |
| 1Y | +35.0% | +5.6% | +29.4% | +27.7% |
| 3Y | +249.4% | -26.5% | +275.9% | +259.3% |
| 5Y | +422.1% | +6.5% | +415.6% | +359.1% |
| 10Y | +1,868.4% | +203.0% | +1,665.4% | +1,062.4% |
| All | +3,338.8% | +1,079.0% | +2,259.8% | +1,001.1% |
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 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