+35.3%
PWR vs IRE
-97.3%
+132.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +11.8% | +9.7% |
| 7D | -4.8% | -15.5% | +10.7% | -4.0% |
| 30D | -16.2% | -70.4% | +54.2% | -6.8% |
| 3M | -11.9% | -81.6% | +69.7% | +1.2% |
| 6M | -20.6% | -94.7% | +74.1% | -4.6% |
| YTD | +40.3% | -91.8% | +132.0% | +50.8% |
| 1Y | +33.0% | -97.6% | +130.6% | +57.3% |
| All | +35.3% | -97.3% | +132.6% | +54.9% |
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