+37.7%
PWR vs IRE
-98.1%
+135.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | +1.1% |
| 7D | +11.3% | -31.8% | +43.1% | +16.0% |
| 30D | -8.9% | -71.8% | +62.9% | +2.2% |
| 3M | -10.5% | -88.9% | +78.4% | +8.9% |
| 6M | -22.2% | -95.4% | +73.2% | -4.4% |
| YTD | +42.7% | -94.2% | +137.0% | +59.6% |
| 1Y | +41.1% | -97.1% | +138.2% | +64.3% |
| All | +37.7% | -98.1% | +135.8% | +63.9% |
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 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