+1,607.9%
PWR vs TXG
+21.5%
+1,586.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.6% |
| 7D | +4.5% | +9.4% | -4.8% | +3.1% |
| 30D | -4.9% | +26.1% | -31.0% | -8.5% |
| 3M | -7.9% | +124.8% | -132.7% | -19.2% |
| 6M | +18.3% | +215.2% | -196.9% | -2.2% |
| YTD | +51.5% | +302.2% | -250.7% | +19.9% |
| 1Y | +70.3% | +370.9% | -300.6% | +30.2% |
| 3Y | +210.6% | +38.5% | +172.1% | +171.3% |
| 5Y | +456.7% | -64.4% | +521.0% | +444.3% |
| All | +1,607.9% | +21.5% | +1,586.4% | +1,164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 all: compounded portfolio wealth divided by compounded TXG 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…
all analysis · Full analysis span regression · 6 months rolling