+8,746.5%
PWR vs NTRS
+874.7%
+7,871.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.6% |
| 7D | +4.2% | +1.4% | +2.8% | +3.4% |
| 30D | -4.0% | -0.7% | -3.4% | -3.8% |
| 3M | -4.8% | +11.3% | -16.1% | -10.1% |
| 6M | +14.6% | +35.5% | -20.9% | -2.7% |
| YTD | +54.2% | +40.6% | +13.6% | +27.6% |
| 1Y | +67.1% | +49.2% | +17.9% | +33.8% |
| 3Y | +218.5% | +167.2% | +51.2% | +82.5% |
| 5Y | +466.3% | +94.9% | +371.3% | +268.8% |
| 10Y | +2,520.4% | +259.5% | +2,260.9% | +1,079.4% |
| All | +8,746.5% | +874.7% | +7,871.7% | +2,295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling