+2,842.3%
PWR vs BG
+954.5%
+1,887.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +11.3% | +2.6% | +8.7% | +10.2% |
| 30D | -8.9% | -6.7% | -2.2% | -6.6% |
| 3M | -10.5% | -9.3% | -1.2% | -7.8% |
| 6M | -22.2% | -18.3% | -3.8% | -17.0% |
| YTD | +42.7% | +16.2% | +26.6% | +30.2% |
| 1Y | +41.1% | +7.6% | +33.5% | +32.8% |
| 3Y | +242.7% | +6.6% | +236.2% | +210.1% |
| 5Y | +418.5% | +22.2% | +396.3% | +326.6% |
| 10Y | +1,855.0% | +112.0% | +1,743.0% | +1,056.3% |
| All | +2,842.3% | +954.5% | +1,887.8% | +812.7% |
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