+2,521.4%
PWR vs BTG
+159.3%
+2,362.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.1% |
| 7D | +4.2% | -3.8% | +7.9% | +4.5% |
| 30D | -4.0% | +3.6% | -7.7% | -4.5% |
| 3M | -4.8% | +32.0% | -36.8% | -7.5% |
| 6M | +14.6% | +3.4% | +11.3% | +13.3% |
| YTD | +54.2% | +20.8% | +33.5% | +50.0% |
| 1Y | +67.1% | +22.4% | +44.7% | +62.1% |
| 3Y | +218.5% | +91.7% | +126.7% | +195.1% |
| 5Y | +466.3% | +79.0% | +387.3% | +424.2% |
| All | +2,521.4% | +159.3% | +2,362.2% | +2,327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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