+451.9%
PWR vs IT
-45.7%
+497.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +2.7% | -9.1% | +11.8% | +3.9% |
| 30D | -5.1% | -12.2% | +7.0% | -3.6% |
| 3M | -9.4% | +7.8% | -17.2% | -11.8% |
| 6M | +10.4% | +2.0% | +8.4% | +7.6% |
| YTD | +48.6% | -32.7% | +81.4% | +63.7% |
| 1Y | +68.0% | -31.1% | +99.1% | +81.6% |
| 3Y | +204.7% | -52.1% | +256.8% | +270.5% |
| 5Y | +451.9% | -46.3% | +498.2% | +511.5% |
| All | +451.9% | -45.7% | +497.6% | +511.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling