+2,384.6%
PWR vs P
+485.4%
+1,899.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +3.6% | +6.5% | -2.9% | +1.9% |
| 30D | -8.6% | +18.8% | -27.4% | -13.1% |
| 3M | -13.2% | +26.7% | -39.9% | -18.9% |
| 6M | +9.9% | +62.2% | -52.3% | -4.5% |
| YTD | +48.0% | +48.5% | -0.5% | +30.6% |
| 1Y | +66.2% | +26.4% | +39.8% | +50.0% |
| 3Y | +195.1% | +159.4% | +35.7% | +112.2% |
| 5Y | +442.6% | +275.8% | +166.8% | +248.5% |
| 10Y | +2,334.2% | +732.0% | +1,602.2% | +1,154.6% |
| All | +2,384.6% | +485.4% | +1,899.2% | +1,207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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