+456.7%
PWR vs BP
+131.3%
+325.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | +4.5% | +0.9% | +3.6% | +4.3% |
| 30D | -4.9% | +9.1% | -14.0% | -7.2% |
| 3M | -7.9% | +3.9% | -11.8% | -9.1% |
| 6M | +18.3% | +13.6% | +4.7% | +12.9% |
| YTD | +51.5% | +34.0% | +17.5% | +37.1% |
| 1Y | +70.3% | +39.2% | +31.1% | +51.8% |
| 3Y | +210.6% | +36.4% | +174.2% | +174.6% |
| 5Y | +456.7% | +135.8% | +320.9% | +297.4% |
| All | +456.7% | +131.3% | +325.4% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling