+354.9%
PWR vs BURL
-17.2%
+372.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.6% |
| 7D | -12.9% | +4.1% | -16.9% | -13.9% |
| 30D | -22.8% | -9.5% | -13.4% | -21.3% |
| 3M | -19.0% | -33.5% | +14.5% | -11.3% |
| 6M | -31.1% | -22.1% | -9.0% | -28.0% |
| YTD | +28.2% | -14.6% | +42.8% | +30.5% |
| 1Y | +22.2% | -8.4% | +30.6% | +21.3% |
| 3Y | +222.1% | +86.6% | +135.6% | +163.3% |
| All | +354.9% | -17.2% | +372.0% | +337.1% |
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