+451.9%
PWR vs BAX
-67.6%
+519.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | +2.7% | -5.1% | +7.7% | +3.2% |
| 30D | -5.1% | -12.2% | +7.0% | -3.8% |
| 3M | -9.4% | +21.8% | -31.2% | -11.5% |
| 6M | +10.4% | +36.3% | -25.9% | +6.1% |
| YTD | +48.6% | +27.8% | +20.8% | +43.1% |
| 1Y | +68.0% | -0.1% | +68.1% | +66.5% |
| 3Y | +204.7% | -33.3% | +238.0% | +214.1% |
| 5Y | +451.9% | -67.1% | +519.0% | +504.3% |
| All | +451.9% | -67.6% | +519.5% | +504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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