+446.0%
PWR vs GPC
+30.9%
+415.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +3.6% | +1.2% | +2.4% | +3.3% |
| 30D | -8.6% | +6.0% | -14.5% | -10.1% |
| 3M | -13.2% | +42.6% | -55.8% | -23.2% |
| 6M | +9.9% | +22.8% | -12.9% | +1.9% |
| YTD | +48.0% | +15.5% | +32.6% | +38.3% |
| 1Y | +66.2% | +2.0% | +64.1% | +62.4% |
| 3Y | +195.1% | -1.4% | +196.5% | +183.4% |
| All | +446.0% | +30.9% | +415.1% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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