+2,521.4%
PWR vs BBY
+252.7%
+2,268.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.2% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -4.0% | +9.4% | -13.4% | -6.8% |
| 3M | -4.8% | +19.3% | -24.1% | -10.5% |
| 6M | +14.6% | +47.9% | -33.3% | -0.5% |
| YTD | +54.2% | +39.6% | +14.7% | +35.5% |
| 1Y | +67.1% | +22.2% | +44.9% | +53.2% |
| 3Y | +218.5% | +45.0% | +173.5% | +162.9% |
| 5Y | +466.3% | +2.6% | +463.7% | +407.6% |
| All | +2,521.4% | +252.7% | +2,268.7% | +1,596.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling