+32.4%
PWR vs LYV
+25.0%
+7.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.4% | -14.1% | -11.8% |
| 7D | -4.4% | +6.2% | -10.5% | -4.8% |
| 30D | -15.1% | +7.3% | -22.4% | -15.5% |
| 3M | -16.2% | -0.3% | -16.0% | -16.2% |
| 6M | -23.3% | +16.2% | -39.6% | -25.4% |
| YTD | +37.6% | +28.5% | +9.1% | +33.9% |
| 1Y | +32.4% | +21.5% | +10.9% | +27.8% |
| All | +32.4% | +25.0% | +7.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling