+226.5%
PWR vs BTSG
+421.3%
-194.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.6% |
| 7D | +4.5% | +5.7% | -1.2% | +3.2% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | -7.9% | +5.6% | -13.5% | -9.7% |
| 6M | +18.3% | +50.8% | -32.4% | +6.5% |
| YTD | +51.5% | +67.0% | -15.5% | +32.9% |
| 1Y | +70.3% | +145.5% | -75.2% | +37.0% |
| All | +226.5% | +421.3% | -194.9% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling