+210.6%
PWR vs GAP
+113.8%
+96.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | -4.9% | +9.3% | -14.2% | -6.4% |
| 3M | -7.9% | +6.1% | -14.0% | -9.1% |
| 6M | +18.3% | -2.3% | +20.6% | +17.8% |
| YTD | +51.5% | -10.6% | +62.1% | +52.1% |
| 1Y | +70.3% | -4.4% | +74.8% | +68.5% |
| 3Y | +210.6% | +118.3% | +92.3% | +162.3% |
| All | +210.6% | +113.8% | +96.8% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling