+1,865.8%
PWR vs PR
+66.7%
+1,799.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.1% | +10.4% | +9.5% |
| 7D | -4.8% | -12.4% | +7.6% | -3.2% |
| 30D | -16.2% | -6.6% | -9.7% | -15.5% |
| 3M | -11.9% | +7.5% | -19.5% | -12.7% |
| 6M | -20.6% | +10.8% | -31.4% | -21.7% |
| YTD | +40.3% | +57.0% | -16.8% | +32.4% |
| 1Y | +33.0% | +67.9% | -34.9% | +24.5% |
| 3Y | +250.0% | +87.6% | +162.4% | +221.1% |
| 5Y | +404.2% | +220.4% | +183.8% | +328.4% |
| 10Y | +1,865.8% | +64.8% | +1,801.0% | +1,724.5% |
| All | +1,865.8% | +66.7% | +1,799.1% | +1,724.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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