+1,844.9%
PWR vs HWM
+1,503.5%
+341.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +19.1% | +11.1% | +7.9% | +13.8% |
| 30D | -12.0% | +3.0% | -15.0% | -12.7% |
| 3M | -10.6% | -20.7% | +10.1% | -1.2% |
| 6M | -20.8% | -17.2% | -3.6% | -14.2% |
| YTD | +43.7% | +9.1% | +34.7% | +37.7% |
| 1Y | +35.0% | +9.0% | +25.9% | +29.4% |
| 3Y | +249.4% | +353.8% | -104.4% | +82.3% |
| 5Y | +422.1% | +608.0% | -185.9% | +127.2% |
| All | +1,844.9% | +1,503.5% | +341.4% | +477.6% |
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