+250.0%
PWR vs BP
+48.5%
+201.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.2% | +9.3% |
| 7D | -4.8% | -6.9% | +2.1% | -3.4% |
| 30D | -16.2% | -3.6% | -12.6% | -15.6% |
| 3M | -11.9% | +8.4% | -20.4% | -13.4% |
| 6M | -20.6% | +5.3% | -25.9% | -21.6% |
| YTD | +40.3% | +33.2% | +7.1% | +29.5% |
| 1Y | +33.0% | +28.2% | +4.8% | +23.9% |
| 3Y | +250.0% | +49.2% | +200.8% | +209.7% |
| All | +250.0% | +48.5% | +201.5% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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