+1,831.6%
PWR vs TPR
+364.3%
+1,467.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +11.3% | -0.3% | +11.6% | +11.4% |
| 30D | -8.9% | +15.1% | -24.0% | -13.6% |
| 3M | -10.5% | +3.5% | -14.0% | -12.4% |
| 6M | -22.2% | +0.4% | -22.6% | -23.9% |
| YTD | +42.7% | +4.6% | +38.1% | +36.7% |
| 1Y | +41.1% | +33.1% | +8.0% | +24.3% |
| 3Y | +242.7% | +396.0% | -153.2% | +85.1% |
| 5Y | +418.5% | +230.3% | +188.3% | +209.4% |
| All | +1,831.6% | +364.3% | +1,467.3% | +756.5% |
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