+354.9%
PWR vs PR
+225.0%
+129.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.3% | +5.8% |
| 7D | -12.9% | -16.4% | +3.5% | -8.9% |
| 30D | -22.8% | -1.9% | -21.0% | -22.4% |
| 3M | -19.0% | +8.0% | -27.0% | -20.6% |
| 6M | -31.1% | +4.1% | -35.2% | -32.1% |
| YTD | +28.2% | +58.7% | -30.5% | +12.8% |
| 1Y | +22.2% | +75.8% | -53.6% | +4.5% |
| 3Y | +222.1% | +73.2% | +149.0% | +170.2% |
| All | +354.9% | +225.0% | +129.8% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling