+242.7%
PWR vs PR
+95.8%
+147.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +11.3% | +6.0% | +5.3% | +9.6% |
| 30D | -8.9% | -4.2% | -4.7% | -7.8% |
| 3M | -10.5% | +10.0% | -20.5% | -12.8% |
| 6M | -22.2% | +15.6% | -37.8% | -25.5% |
| YTD | +42.7% | +68.2% | -25.4% | +20.8% |
| 1Y | +41.1% | +79.2% | -38.1% | +16.6% |
| 3Y | +242.7% | +94.9% | +147.8% | +170.2% |
| All | +242.7% | +95.8% | +147.0% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling