+469.4%
PWR vs GPN
-44.7%
+514.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +4.2% | -4.6% | +8.8% | +5.0% |
| 30D | -4.0% | -0.3% | -3.8% | -4.2% |
| 3M | -4.8% | +35.4% | -40.2% | -11.4% |
| 6M | +14.6% | +21.7% | -7.0% | +8.6% |
| YTD | +54.2% | +14.9% | +39.4% | +47.0% |
| 1Y | +67.1% | +3.2% | +63.9% | +63.5% |
| 3Y | +218.5% | -27.1% | +245.6% | +235.3% |
| All | +469.4% | -44.7% | +514.1% | +537.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling