+451.9%
PWR vs GAP
+6.6%
+445.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | +2.7% | -3.2% | +5.8% | +3.2% |
| 30D | -5.1% | -0.7% | -4.4% | -5.3% |
| 3M | -9.4% | -0.5% | -8.9% | -9.9% |
| 6M | +10.4% | -5.0% | +15.4% | +10.2% |
| YTD | +48.6% | -14.7% | +63.3% | +50.3% |
| 1Y | +68.0% | -8.6% | +76.7% | +67.2% |
| 3Y | +204.7% | +108.4% | +96.4% | +145.2% |
| 5Y | +451.9% | +5.8% | +446.1% | +354.1% |
| All | +451.9% | +6.6% | +445.3% | +354.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling