+422.1%
PWR vs IP
-15.4%
+437.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +19.1% | -0.9% | +20.0% | +19.3% |
| 30D | -12.0% | +6.7% | -18.7% | -13.1% |
| 3M | -10.6% | -16.6% | +6.0% | -7.5% |
| 6M | -20.8% | +6.0% | -26.8% | -22.6% |
| YTD | +43.7% | -10.7% | +54.4% | +44.1% |
| 1Y | +35.0% | -6.7% | +41.7% | +33.5% |
| 3Y | +249.4% | +17.1% | +232.3% | +200.3% |
| 5Y | +422.1% | -14.6% | +436.7% | +413.5% |
| All | +422.1% | -15.4% | +437.5% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling