+1,697.7%
PWR vs TPR
+391.0%
+1,306.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | -12.9% | +14.2% | -27.1% | -17.2% |
| 30D | -22.8% | +17.1% | -39.9% | -27.4% |
| 3M | -19.0% | -17.7% | -1.3% | -14.9% |
| 6M | -31.1% | -10.2% | -20.9% | -30.2% |
| YTD | +28.3% | +4.9% | +23.3% | +22.7% |
| 1Y | +22.2% | +36.1% | -13.9% | +6.7% |
| 3Y | +222.2% | +416.5% | -194.3% | +71.5% |
| 5Y | +364.2% | +254.8% | +109.4% | +169.6% |
| All | +1,697.7% | +391.0% | +1,306.7% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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