+2,198.9%
PWR vs HWM
+1,323.5%
+875.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -10.7% | +13.0% | +7.0% |
| 7D | +4.5% | -9.2% | +13.7% | +8.4% |
| 30D | -4.9% | -17.9% | +13.0% | +2.8% |
| 3M | -7.9% | -6.0% | -1.8% | -5.9% |
| 6M | +18.3% | -7.4% | +25.7% | +21.0% |
| YTD | +51.5% | +13.1% | +38.4% | +42.1% |
| 1Y | +70.3% | +29.3% | +41.0% | +51.0% |
| 3Y | +210.6% | +389.9% | -179.3% | +56.6% |
| 5Y | +456.7% | +655.5% | -198.9% | +134.7% |
| All | +2,198.9% | +1,323.5% | +875.3% | +581.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling