+469.4%
PWR vs NTR
+45.7%
+423.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +4.2% | -1.3% | +5.5% | +4.5% |
| 30D | -4.0% | +16.8% | -20.8% | -7.6% |
| 3M | -4.8% | +20.7% | -25.5% | -9.3% |
| 6M | +14.6% | +0.5% | +14.1% | +13.7% |
| YTD | +54.2% | +29.2% | +25.1% | +43.2% |
| 1Y | +67.1% | +39.6% | +27.5% | +51.3% |
| 3Y | +218.5% | +37.9% | +180.6% | +184.2% |
| All | +469.4% | +45.7% | +423.7% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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