+469.4%
PWR vs ITW
+36.9%
+432.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.6% |
| 30D | -4.0% | -8.3% | +4.3% | +0.4% |
| 3M | -4.8% | +6.0% | -10.8% | -8.9% |
| 6M | +14.6% | 0.0% | +14.6% | +13.1% |
| YTD | +54.2% | +10.2% | +44.0% | +42.9% |
| 1Y | +67.1% | +3.2% | +63.9% | +60.7% |
| 3Y | +218.5% | +21.0% | +197.5% | +168.6% |
| All | +469.4% | +36.9% | +432.5% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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