+469.4%
PWR vs TNA
-23.3%
+492.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.8% |
| 7D | +4.2% | -7.3% | +11.5% | +6.6% |
| 30D | -4.0% | -14.2% | +10.1% | +0.4% |
| 3M | -4.8% | -4.6% | -0.2% | -3.5% |
| 6M | +14.6% | +36.9% | -22.3% | +3.5% |
| YTD | +54.2% | +42.5% | +11.7% | +36.8% |
| 1Y | +67.1% | +45.8% | +21.3% | +46.3% |
| 3Y | +218.5% | +104.7% | +113.8% | +129.1% |
| All | +469.4% | -23.3% | +492.7% | +390.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling