+336.8%
PWR vs GD
+97.4%
+239.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.3% | -10.0% | -11.1% |
| 7D | -19.9% | -3.9% | -16.0% | -18.0% |
| 30D | -29.3% | +8.1% | -37.3% | -31.7% |
| 3M | -25.5% | -6.8% | -18.7% | -22.7% |
| 6M | -34.0% | +3.0% | -37.0% | -35.3% |
| YTD | +20.7% | +7.8% | +12.9% | +14.9% |
| 1Y | +12.3% | +5.8% | +6.5% | +8.2% |
| 3Y | +201.9% | +55.3% | +146.6% | +128.1% |
| 5Y | +336.8% | +96.7% | +240.1% | +157.9% |
| All | +336.8% | +97.4% | +239.3% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling