-3.3%
PWR vs BTSG
+1.3%
-4.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.7% |
| 7D | +4.5% | +5.7% | -1.2% | +3.2% |
| All | -3.3% | +1.3% | -4.6% | -3.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling