+2,197.2%
PWR vs PR
+147.8%
+2,049.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.9% | -7.4% | -11.7% |
| 7D | -19.9% | -16.5% | -3.3% | -18.1% |
| 30D | -29.3% | -4.5% | -24.7% | -28.8% |
| 3M | -25.5% | +8.5% | -34.0% | -26.2% |
| 6M | -34.0% | -3.3% | -30.7% | -33.9% |
| YTD | +20.7% | +55.7% | -35.0% | +14.1% |
| 1Y | +12.3% | +82.0% | -69.7% | +4.2% |
| 3Y | +201.9% | +62.5% | +139.4% | +181.4% |
| 5Y | +336.8% | +223.9% | +112.8% | +271.6% |
| 10Y | +1,748.9% | +64.2% | +1,684.6% | +1,608.5% |
| All | +2,197.2% | +147.8% | +2,049.4% | +2,058.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling