+469.4%
PWR vs TDY
+39.0%
+430.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.3% |
| 7D | +4.2% | -1.1% | +5.3% | +5.0% |
| 30D | -4.0% | -12.0% | +8.0% | +4.8% |
| 3M | -4.8% | -3.2% | -1.6% | -2.4% |
| 6M | +14.6% | -7.9% | +22.5% | +21.5% |
| YTD | +54.2% | +18.2% | +36.0% | +38.7% |
| 1Y | +67.1% | +6.7% | +60.5% | +60.7% |
| 3Y | +218.5% | +47.5% | +170.9% | +144.0% |
| All | +469.4% | +39.0% | +430.4% | +328.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling