+1,831.6%
PWR vs IT
+90.0%
+1,741.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +11.3% | +1.1% | +10.2% | +11.0% |
| 30D | -8.9% | -1.8% | -7.0% | -9.5% |
| 3M | -10.5% | +4.8% | -15.3% | -13.5% |
| 6M | -22.2% | +33.0% | -55.2% | -32.3% |
| YTD | +42.7% | -23.8% | +66.6% | +48.0% |
| 1Y | +41.1% | -16.5% | +57.6% | +40.5% |
| 3Y | +242.7% | -53.6% | +296.4% | +323.9% |
| 5Y | +418.5% | -42.1% | +460.7% | +462.7% |
| All | +1,831.6% | +90.0% | +1,741.6% | +1,080.1% |
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