+406.3%
PWR vs Z
-56.4%
+462.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.5% |
| 7D | -11.2% | -6.5% | -4.8% | -10.4% |
| 30D | -17.4% | -0.1% | -17.3% | -18.0% |
| 3M | -11.7% | -14.1% | +2.4% | -10.6% |
| 6M | -21.7% | -30.1% | +8.3% | -17.8% |
| YTD | +38.3% | -57.5% | +95.8% | +59.3% |
| 1Y | +29.6% | -60.3% | +89.9% | +51.3% |
| 3Y | +236.1% | -21.0% | +257.2% | +226.1% |
| 5Y | +406.3% | -54.9% | +461.3% | +413.2% |
| All | +406.3% | -56.4% | +462.8% | +413.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling