+246.1%
PWR vs IRM
+109.6%
+136.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.3% |
| 7D | +4.7% | -5.3% | +10.0% | +8.9% |
| 30D | -12.5% | -2.3% | -10.2% | -10.7% |
| 3M | -9.3% | -7.4% | -1.9% | -4.4% |
| 6M | -22.2% | -12.2% | -10.0% | -15.4% |
| YTD | +44.2% | +38.6% | +5.5% | +20.7% |
| 1Y | +35.5% | +14.9% | +20.6% | +25.8% |
| All | +246.1% | +109.6% | +136.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling