+527.6%
PWR vs PL
+46.3%
+481.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +4.7% | +13.4% | -8.6% | +2.9% |
| 30D | -12.5% | -10.2% | -2.3% | -11.1% |
| 3M | -9.3% | -39.5% | +30.2% | -3.0% |
| 6M | -22.2% | -65.7% | +43.6% | -11.3% |
| YTD | +44.2% | -27.3% | +71.4% | +45.8% |
| 1Y | +35.5% | +15.0% | +20.5% | +27.8% |
| 3Y | +250.4% | +560.8% | -310.4% | +138.7% |
| 5Y | +425.6% | +38.4% | +387.2% | +294.4% |
| All | +527.6% | +46.3% | +481.3% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling