+222.2%
PWR vs TAP
-23.7%
+245.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +5.2% |
| 7D | -12.9% | +0.5% | -13.4% | -12.7% |
| 30D | -22.8% | +9.1% | -32.0% | -21.3% |
| 3M | -19.0% | -3.8% | -15.2% | -19.0% |
| 6M | -31.1% | -3.4% | -27.7% | -30.6% |
| YTD | +28.3% | -10.6% | +38.9% | +28.3% |
| 1Y | +22.2% | -4.4% | +26.6% | +22.2% |
| 3Y | +222.2% | -24.4% | +246.5% | +215.1% |
| All | +222.2% | -23.7% | +245.9% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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