+2,521.4%
PWR vs TDY
+479.2%
+2,042.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.4% |
| 7D | +4.2% | -1.1% | +5.3% | +4.9% |
| 30D | -4.0% | -12.0% | +8.0% | +3.8% |
| 3M | -4.8% | -3.2% | -1.6% | -2.6% |
| 6M | +14.6% | -7.9% | +22.5% | +20.9% |
| YTD | +54.2% | +18.2% | +36.0% | +39.9% |
| 1Y | +67.1% | +6.7% | +60.5% | +61.0% |
| 3Y | +218.5% | +47.5% | +170.9% | +150.5% |
| 5Y | +466.3% | +39.5% | +426.8% | +355.5% |
| All | +2,521.4% | +479.2% | +2,042.2% | +804.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling