+202.9%
PWR vs TNA
+99.7%
+103.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.4% |
| 7D | -0.2% | -7.6% | +7.4% | +2.3% |
| 30D | -7.7% | -13.6% | +5.9% | -3.5% |
| 3M | -4.9% | +2.8% | -7.8% | -5.8% |
| 6M | +9.7% | +34.5% | -24.8% | -0.5% |
| YTD | +46.7% | +41.0% | +5.7% | +30.4% |
| 1Y | +58.7% | +52.0% | +6.7% | +37.2% |
| All | +202.9% | +99.7% | +103.2% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling