+236.1%
PWR vs PPL
+55.3%
+180.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -11.2% | 0.0% | -11.3% | -11.3% |
| 30D | -17.4% | +4.3% | -21.7% | -17.8% |
| 3M | -11.7% | +2.9% | -14.7% | -12.0% |
| 6M | -21.7% | +1.1% | -22.8% | -21.9% |
| YTD | +38.3% | +4.5% | +33.8% | +36.6% |
| 1Y | +29.6% | +0.1% | +29.5% | +29.0% |
| 3Y | +236.1% | +55.7% | +180.4% | +209.5% |
| All | +236.1% | +55.3% | +180.9% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling