+2,521.4%
PWR vs TNA
+86.1%
+2,435.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.8% |
| 7D | +4.2% | -7.3% | +11.5% | +6.7% |
| 30D | -4.0% | -14.2% | +10.1% | +0.5% |
| 3M | -4.8% | -4.6% | -0.2% | -3.5% |
| 6M | +14.6% | +36.9% | -22.3% | +3.0% |
| YTD | +54.2% | +42.5% | +11.7% | +36.0% |
| 1Y | +67.1% | +45.8% | +21.3% | +45.3% |
| 3Y | +218.5% | +104.7% | +113.8% | +124.9% |
| 5Y | +466.3% | -21.7% | +488.0% | +380.8% |
| All | +2,521.4% | +86.1% | +2,435.3% | +1,169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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