+12.3%
PWR vs BG
+8.8%
+3.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.9% | -12.2% |
| 7D | -19.9% | +2.6% | -22.5% | -19.7% |
| 30D | -29.3% | -8.2% | -21.1% | -29.0% |
| 3M | -25.5% | -7.0% | -18.5% | -25.5% |
| 6M | -34.0% | -23.5% | -10.5% | -32.3% |
| YTD | +20.7% | +12.6% | +8.1% | +21.7% |
| 1Y | +12.3% | +5.8% | +6.6% | +13.2% |
| All | +12.3% | +8.8% | +3.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling