+2,146.2%
PWR vs HWM
+1,494.1%
+652.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.6% | -2.1% | +5.7% | +4.3% |
| 30D | -8.6% | -11.0% | +2.4% | -4.1% |
| 3M | -13.2% | +4.0% | -17.2% | -14.8% |
| 6M | +9.9% | -0.2% | +10.1% | +9.4% |
| YTD | +48.0% | +26.7% | +21.4% | +32.9% |
| 1Y | +66.2% | +44.7% | +21.5% | +41.0% |
| 3Y | +195.1% | +426.1% | -231.0% | +44.9% |
| 5Y | +442.6% | +738.5% | -295.9% | +119.6% |
| All | +2,146.2% | +1,494.1% | +652.1% | +537.1% |
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 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