+120.9%
PWR vs TEM
+79.0%
+41.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | 0.0% |
| 7D | +11.3% | -5.9% | +17.1% | +12.1% |
| 30D | -8.9% | +4.8% | -13.7% | -9.3% |
| 3M | -10.5% | +31.9% | -42.4% | -14.4% |
| 6M | -22.2% | +56.0% | -78.2% | -27.6% |
| YTD | +42.7% | +21.3% | +21.5% | +35.9% |
| 1Y | +41.1% | +5.4% | +35.7% | +36.4% |
| All | +120.9% | +79.0% | +41.9% | +94.5% |
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