+222.1%
PWR vs TPR
+407.4%
-185.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | -12.9% | +14.2% | -27.1% | -16.7% |
| 30D | -22.8% | +17.1% | -39.9% | -26.8% |
| 3M | -19.0% | -17.7% | -1.3% | -15.0% |
| 6M | -31.1% | -10.2% | -20.9% | -30.1% |
| YTD | +28.2% | +4.9% | +23.3% | +23.0% |
| 1Y | +22.2% | +36.1% | -13.9% | +7.3% |
| 3Y | +222.1% | +416.5% | -194.3% | +79.2% |
| All | +222.1% | +407.4% | -185.3% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling