+249.6%
PWR vs TLN
+589.3%
-339.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | +2.7% | +5.8% | -3.2% | +0.5% |
| 30D | -5.1% | -6.9% | +1.7% | -2.8% |
| 3M | -9.4% | -10.9% | +1.5% | -6.0% |
| 6M | +10.4% | -4.6% | +15.0% | +10.7% |
| YTD | +48.6% | -14.7% | +63.4% | +52.9% |
| 1Y | +68.0% | -17.9% | +85.9% | +74.5% |
| 3Y | +204.7% | +483.9% | -279.1% | +66.6% |
| All | +249.6% | +589.3% | -339.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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