+469.4%
PWR vs NTRS
+93.2%
+376.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.7% |
| 7D | +4.2% | +1.4% | +2.8% | +3.6% |
| 30D | -4.0% | -0.7% | -3.4% | -3.8% |
| 3M | -4.8% | +11.3% | -16.1% | -9.2% |
| 6M | +14.6% | +35.5% | -20.9% | +0.3% |
| YTD | +54.2% | +40.6% | +13.6% | +32.1% |
| 1Y | +67.1% | +49.2% | +17.9% | +39.3% |
| 3Y | +218.5% | +167.2% | +51.2% | +100.8% |
| All | +469.4% | +93.2% | +376.2% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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