+2,222.4%
PWR vs Z
+25.1%
+2,197.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +3.6% | -3.0% | +6.6% | +4.1% |
| 30D | -8.6% | -4.2% | -4.4% | -8.2% |
| 3M | -13.2% | -3.7% | -9.5% | -13.4% |
| 6M | +9.9% | -24.5% | +34.4% | +14.3% |
| YTD | +48.0% | -49.3% | +97.3% | +65.0% |
| 1Y | +66.2% | -58.7% | +124.8% | +91.8% |
| 3Y | +195.1% | -34.1% | +229.2% | +202.3% |
| 5Y | +442.6% | -64.5% | +507.1% | +488.4% |
| 10Y | +2,334.2% | -0.5% | +2,334.7% | +1,774.7% |
| All | +2,222.4% | +25.1% | +2,197.3% | +1,573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling