+8,313.4%
PWR vs NYT
+184.4%
+8,129.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -7.7% | +4.5% | -12.2% | -9.1% |
| 3M | -4.9% | -8.5% | +3.6% | -3.4% |
| 6M | +9.7% | -15.1% | +24.8% | +13.7% |
| YTD | +46.7% | -3.3% | +50.0% | +45.3% |
| 1Y | +58.7% | +17.0% | +41.7% | +46.9% |
| 3Y | +200.7% | +55.7% | +145.1% | +148.0% |
| 5Y | +438.6% | +38.9% | +399.7% | +349.0% |
| 10Y | +2,392.1% | +485.3% | +1,906.8% | +1,098.2% |
| All | +8,313.4% | +184.4% | +8,129.0% | +4,176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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