+3,022.8%
PWR vs BG
+1,185.2%
+1,837.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.0% | +0.5% |
| 7D | +4.5% | +2.4% | +2.2% | +3.4% |
| 30D | -4.9% | +15.0% | -19.9% | -10.6% |
| 3M | -7.9% | -0.7% | -7.2% | -8.4% |
| 6M | +18.3% | +7.5% | +10.8% | +13.1% |
| YTD | +51.5% | +41.6% | +9.9% | +28.3% |
| 1Y | +70.3% | +50.7% | +19.7% | +39.0% |
| 3Y | +210.6% | +20.3% | +190.3% | +169.6% |
| 5Y | +456.7% | +85.2% | +371.4% | +283.7% |
| 10Y | +2,396.1% | +160.6% | +2,235.5% | +1,258.0% |
| All | +3,022.8% | +1,185.2% | +1,837.6% | +799.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling