+631.4%
PWR vs BTDR
+19.6%
+611.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +4.8% |
| 7D | +4.2% | -3.4% | +7.6% | +4.5% |
| 30D | -4.0% | +32.6% | -36.6% | -6.5% |
| 3M | -4.8% | -32.2% | +27.5% | -3.0% |
| 6M | +14.6% | +52.4% | -37.7% | +9.6% |
| YTD | +54.2% | +6.7% | +47.5% | +50.1% |
| 1Y | +67.1% | -15.2% | +82.3% | +63.5% |
| 3Y | +218.5% | +14.9% | +203.6% | +192.8% |
| 5Y | +466.3% | +20.8% | +445.5% | +429.0% |
| All | +631.4% | +19.6% | +611.8% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling