+1,831.6%
PWR vs GD
+165.7%
+1,665.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +11.3% | +2.7% | +8.6% | +9.5% |
| 30D | -8.9% | +8.6% | -17.5% | -13.3% |
| 3M | -10.5% | -7.1% | -3.4% | -6.2% |
| 6M | -22.2% | +7.5% | -29.6% | -26.2% |
| YTD | +42.7% | +9.9% | +32.8% | +32.1% |
| 1Y | +41.1% | +7.6% | +33.6% | +32.5% |
| 3Y | +242.7% | +56.2% | +186.5% | +143.2% |
| 5Y | +418.5% | +100.6% | +317.9% | +201.2% |
| All | +1,831.6% | +165.7% | +1,665.9% | +839.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling