+23.8%
PWR vs IRE
-97.2%
+121.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +39.6% | -33.3% | +1.4% |
| 7D | -12.9% | -27.2% | +14.3% | -10.9% |
| 30D | -22.8% | -75.1% | +52.3% | -12.7% |
| 3M | -19.0% | -77.9% | +58.9% | -8.9% |
| 6M | -31.1% | -94.6% | +63.5% | -17.5% |
| YTD | +28.3% | -91.5% | +119.8% | +37.6% |
| 1Y | +22.2% | -97.8% | +120.1% | +46.3% |
| All | +23.8% | -97.2% | +121.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling