+210.6%
PWR vs BB
+68.2%
+142.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | -4.9% | -12.4% | +7.5% | -2.8% |
| 3M | -7.9% | -15.3% | +7.4% | -5.9% |
| 6M | +18.3% | +128.8% | -110.4% | +1.2% |
| YTD | +51.5% | +107.7% | -56.1% | +31.6% |
| 1Y | +70.3% | +103.9% | -33.6% | +48.0% |
| 3Y | +210.6% | +72.6% | +138.0% | +162.4% |
| All | +210.6% | +68.2% | +142.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling