+35.0%
PWR vs TPR
+29.9%
+5.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +19.1% | -1.1% | +20.2% | +19.3% |
| 30D | -12.0% | +15.1% | -27.1% | -15.1% |
| 3M | -10.6% | -13.4% | +2.8% | -7.5% |
| 6M | -20.8% | +1.4% | -22.2% | -23.0% |
| YTD | +43.7% | +4.8% | +39.0% | +37.5% |
| 1Y | +35.0% | +29.2% | +5.8% | +16.5% |
| All | +35.0% | +29.9% | +5.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling