+2,393.1%
PWR vs IT
+92.9%
+2,300.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.2% | -12.7% | +12.5% | +3.2% |
| 30D | -7.7% | -8.9% | +1.2% | -6.0% |
| 3M | -4.9% | +10.1% | -15.1% | -10.3% |
| 6M | +9.7% | +7.3% | +2.5% | +2.3% |
| YTD | +46.7% | -32.4% | +79.1% | +59.3% |
| 1Y | +58.7% | -26.6% | +85.4% | +65.2% |
| 3Y | +200.7% | -51.8% | +252.5% | +259.1% |
| 5Y | +438.6% | -45.6% | +484.2% | +496.4% |
| All | +2,393.1% | +92.9% | +2,300.2% | +1,529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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