+3,149.8%
PWR vs TDY
+6,969.6%
-3,819.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | -7.7% | -12.5% | +4.8% | -2.5% |
| 3M | -4.9% | -0.8% | -4.1% | -4.4% |
| 6M | +9.7% | -9.0% | +18.7% | +14.4% |
| YTD | +46.7% | +16.8% | +29.9% | +38.1% |
| 1Y | +58.7% | +9.5% | +49.3% | +53.4% |
| 3Y | +200.7% | +45.4% | +155.3% | +158.3% |
| 5Y | +438.6% | +37.8% | +400.7% | +372.2% |
| 10Y | +2,392.1% | +470.2% | +1,921.9% | +1,159.4% |
| All | +3,149.8% | +6,969.6% | -3,819.8% | +941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling