+1,760.1%
PWR vs BURL
+987.9%
+772.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.9% | -9.4% | -11.6% |
| 7D | -19.9% | +3.5% | -23.3% | -20.7% |
| 30D | -29.3% | -9.3% | -20.0% | -27.8% |
| 3M | -25.5% | -32.1% | +6.6% | -18.5% |
| 6M | -34.0% | -19.8% | -14.2% | -31.4% |
| YTD | +20.7% | -13.2% | +33.9% | +22.6% |
| 1Y | +12.3% | -7.8% | +20.2% | +11.6% |
| 3Y | +201.9% | +89.3% | +112.6% | +143.8% |
| 5Y | +336.8% | -15.8% | +352.6% | +313.4% |
| 10Y | +1,748.9% | +262.2% | +1,486.7% | +1,197.2% |
| All | +1,760.1% | +987.9% | +772.2% | +1,114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling