+443.9%
PWR vs TAP
+4.2%
+439.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +3.6% | -2.3% | +5.9% | +3.6% |
| 30D | -8.6% | -2.1% | -6.4% | -8.6% |
| 3M | -13.2% | +6.6% | -19.8% | -13.7% |
| 6M | +9.9% | -11.5% | +21.4% | +10.8% |
| YTD | +48.0% | -10.3% | +58.3% | +48.5% |
| 1Y | +66.2% | -14.4% | +80.6% | +67.4% |
| 3Y | +195.1% | -28.3% | +223.4% | +203.8% |
| All | +443.9% | +4.2% | +439.7% | +406.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling