+222.1%
PWR vs GD
+54.3%
+167.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -12.9% | -5.0% | -7.9% | -10.9% |
| 30D | -22.8% | +8.9% | -31.8% | -24.9% |
| 3M | -19.0% | -8.0% | -11.0% | -16.2% |
| 6M | -31.1% | +2.9% | -34.0% | -31.9% |
| YTD | +28.2% | +7.1% | +21.2% | +24.2% |
| 1Y | +22.2% | +5.9% | +16.3% | +19.0% |
| 3Y | +222.1% | +53.9% | +168.3% | +166.8% |
| All | +222.1% | +54.3% | +167.8% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling