+422.1%
PWR vs BAX
-64.3%
+486.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +19.1% | +0.4% | +18.7% | +19.1% |
| 30D | -12.0% | +3.4% | -15.4% | -12.4% |
| 3M | -10.6% | -4.5% | -6.1% | -10.3% |
| 6M | -20.8% | +44.0% | -64.8% | -24.3% |
| YTD | +43.7% | +34.9% | +8.8% | +37.4% |
| 1Y | +35.0% | +37.9% | -2.9% | +28.5% |
| 3Y | +249.4% | -17.1% | +266.5% | +250.9% |
| 5Y | +422.1% | -64.3% | +486.4% | +455.8% |
| All | +422.1% | -64.3% | +486.4% | +455.8% |
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