+218.5%
PWR vs GPN
-27.6%
+246.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +4.2% | -4.6% | +8.8% | +4.7% |
| 30D | -4.0% | -0.3% | -3.8% | -4.2% |
| 3M | -4.8% | +35.4% | -40.2% | -9.5% |
| 6M | +14.6% | +21.7% | -7.0% | +10.4% |
| YTD | +54.2% | +14.9% | +39.4% | +49.5% |
| 1Y | +67.1% | +3.2% | +63.9% | +66.0% |
| 3Y | +218.5% | -27.1% | +245.6% | +246.1% |
| All | +218.5% | -27.6% | +246.1% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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