+462.6%
PWR vs IRM
+192.6%
+269.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.7% |
| 7D | +4.5% | +1.6% | +2.9% | +3.5% |
| 30D | -4.9% | -4.2% | -0.7% | -2.5% |
| 3M | -7.9% | -5.4% | -2.5% | -5.0% |
| 6M | +18.3% | +12.0% | +6.3% | +11.2% |
| YTD | +51.5% | +42.0% | +9.5% | +24.3% |
| 1Y | +70.3% | +29.9% | +40.5% | +45.7% |
| 3Y | +210.6% | +104.4% | +106.2% | +102.0% |
| All | +462.6% | +192.6% | +269.9% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling