+1,998.1%
PWR vs HWM
+1,247.7%
+750.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -11.2% | -1.8% | -9.5% | -10.1% |
| 30D | -17.4% | -2.7% | -14.7% | -16.0% |
| 3M | -11.7% | -22.7% | +11.0% | -1.5% |
| 6M | -21.7% | -18.9% | -2.8% | -14.4% |
| YTD | +38.3% | +7.1% | +31.2% | +33.6% |
| 1Y | +29.6% | +4.7% | +24.9% | +26.4% |
| 3Y | +236.1% | +345.6% | -109.4% | +77.2% |
| 5Y | +406.3% | +588.3% | -181.9% | +123.6% |
| 10Y | +1,796.7% | +1,516.2% | +280.6% | +476.6% |
| All | +1,998.1% | +1,247.7% | +750.4% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling