+404.2%
PWR vs BURL
-12.4%
+416.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.1% | +8.4% |
| 7D | -4.8% | +7.7% | -12.5% | -6.6% |
| 30D | -16.2% | -7.1% | -9.1% | -14.9% |
| 3M | -11.9% | -30.3% | +18.3% | -4.6% |
| 6M | -20.6% | -15.5% | -5.0% | -18.6% |
| YTD | +40.3% | -11.0% | +51.2% | +41.4% |
| 1Y | +33.0% | -8.4% | +41.4% | +32.3% |
| 3Y | +250.0% | +96.7% | +153.3% | +182.5% |
| 5Y | +404.2% | -14.1% | +418.2% | +384.5% |
| All | +404.2% | -12.4% | +416.5% | +384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling