+1,860.0%
PWR vs IR
+288.5%
+1,571.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | +3.6% | -2.8% | +6.4% | +5.1% |
| 30D | -8.6% | -15.1% | +6.6% | -0.5% |
| 3M | -13.2% | +6.1% | -19.2% | -16.5% |
| 6M | +9.9% | -16.8% | +26.7% | +19.6% |
| YTD | +48.0% | -3.5% | +51.6% | +47.6% |
| 1Y | +66.2% | -3.5% | +69.7% | +65.4% |
| 3Y | +195.1% | +9.5% | +185.6% | +171.4% |
| 5Y | +442.6% | +45.1% | +397.5% | +326.1% |
| All | +1,860.0% | +288.5% | +1,571.5% | +911.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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