+4,930.2%
PWR vs LYV
+1,446.8%
+3,483.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.2% | -1.9% | +6.1% | +4.9% |
| 30D | -4.0% | -8.2% | +4.1% | -1.3% |
| 3M | -4.8% | -1.3% | -3.5% | -4.9% |
| 6M | +14.6% | +2.6% | +12.0% | +12.6% |
| YTD | +54.2% | +19.4% | +34.8% | +43.1% |
| 1Y | +67.1% | -2.2% | +69.4% | +64.9% |
| 3Y | +218.5% | +106.0% | +112.4% | +137.3% |
| 5Y | +466.3% | +97.7% | +368.6% | +312.2% |
| 10Y | +2,520.4% | +560.5% | +1,959.9% | +1,014.1% |
| All | +4,930.2% | +1,446.8% | +3,483.4% | +1,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling