+218.5%
PWR vs IJR
+52.1%
+166.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.7% |
| 7D | +4.2% | -2.2% | +6.4% | +6.2% |
| 30D | -4.0% | -4.6% | +0.5% | 0.0% |
| 3M | -4.8% | +0.2% | -5.0% | -4.9% |
| 6M | +14.6% | +14.7% | -0.1% | +2.6% |
| YTD | +54.2% | +18.9% | +35.4% | +33.9% |
| 1Y | +67.1% | +19.9% | +47.2% | +44.3% |
| 3Y | +218.5% | +53.0% | +165.4% | +124.6% |
| All | +218.5% | +52.1% | +166.4% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling