+2,155.4%
PWR vs HWM
+1,330.2%
+825.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +2.7% | -8.0% | +10.7% | +5.9% |
| 30D | -5.1% | -18.0% | +12.9% | +2.7% |
| 3M | -9.4% | -9.5% | +0.1% | -5.9% |
| 6M | +10.4% | -8.4% | +18.8% | +13.4% |
| YTD | +48.6% | +13.6% | +35.0% | +39.2% |
| 1Y | +68.0% | +30.2% | +37.8% | +48.5% |
| 3Y | +204.7% | +392.2% | -187.5% | +53.4% |
| 5Y | +451.9% | +645.2% | -193.3% | +133.8% |
| All | +2,155.4% | +1,330.2% | +825.2% | +567.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HWM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling