+33.4%
PWR vs IRE
-97.7%
+131.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.8% | +14.4% | +0.5% |
| 7D | -11.2% | -41.9% | +30.7% | -6.6% |
| 30D | -17.4% | -75.1% | +57.7% | -6.3% |
| 3M | -11.7% | -82.4% | +70.6% | +2.1% |
| 6M | -21.7% | -95.5% | +73.8% | -4.1% |
| YTD | +38.3% | -93.1% | +131.3% | +51.6% |
| 1Y | +29.6% | -97.8% | +127.4% | +55.0% |
| All | +33.4% | -97.7% | +131.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling