+425.6%
PWR vs PR
+257.5%
+168.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.6% |
| 7D | +4.7% | -0.5% | +5.2% | +5.0% |
| 30D | -12.5% | -4.6% | -7.9% | -11.4% |
| 3M | -9.3% | +4.7% | -14.0% | -10.4% |
| 6M | -22.2% | +12.4% | -34.6% | -24.8% |
| YTD | +44.2% | +62.9% | -18.7% | +26.0% |
| 1Y | +35.5% | +70.6% | -35.0% | +16.9% |
| 3Y | +250.4% | +90.0% | +160.4% | +187.8% |
| 5Y | +425.6% | +255.5% | +170.1% | +252.5% |
| All | +425.6% | +257.5% | +168.1% | +252.5% |
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 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