+138.6%
PWR vs TEM
+47.5%
+91.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.2% | -8.7% | +12.9% | +5.3% |
| 30D | -4.0% | +8.1% | -12.1% | -5.5% |
| 3M | -4.8% | +19.0% | -23.8% | -7.8% |
| 6M | +14.6% | +12.0% | +2.6% | +11.1% |
| YTD | +54.2% | -0.1% | +54.3% | +51.0% |
| 1Y | +67.1% | -33.5% | +100.6% | +70.6% |
| All | +138.6% | +47.5% | +91.1% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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