+32.4%
PWR vs BTSG
+111.7%
-79.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -0.1% | -11.6% | -11.6% |
| 7D | -4.4% | +17.4% | -21.7% | -8.5% |
| 30D | -15.1% | +12.6% | -27.6% | -17.7% |
| 3M | -16.2% | +11.2% | -27.4% | -18.8% |
| 6M | -23.3% | +30.4% | -53.7% | -30.0% |
| YTD | +37.6% | +86.4% | -48.8% | +10.9% |
| 1Y | +32.4% | +117.9% | -85.5% | -0.6% |
| All | +32.4% | +111.7% | -79.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling