+438.6%
PWR vs HIG
+118.8%
+319.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.5% |
| 30D | -7.7% | -1.2% | -6.5% | -7.4% |
| 3M | -4.9% | +6.3% | -11.2% | -7.9% |
| 6M | +9.7% | +0.6% | +9.1% | +8.4% |
| YTD | +46.7% | +0.6% | +46.1% | +44.5% |
| 1Y | +58.7% | +6.1% | +52.6% | +52.2% |
| 3Y | +200.7% | +102.0% | +98.7% | +100.8% |
| 5Y | +438.6% | +119.2% | +319.3% | +238.8% |
| All | +438.6% | +118.8% | +319.8% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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