+68.4%
T vs PWR
+2,367.8%
-2,299.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -3.1% | +2.7% | -5.7% | -3.4% |
| 30D | +4.6% | -5.1% | +9.7% | +5.1% |
| 3M | +12.2% | -9.4% | +21.6% | +12.9% |
| 6M | -6.5% | +10.4% | -16.9% | -8.9% |
| YTD | +4.9% | +48.6% | -43.7% | -2.6% |
| 1Y | -10.5% | +68.0% | -78.5% | -18.9% |
| 3Y | +104.6% | +204.7% | -100.1% | +58.1% |
| 5Y | +64.2% | +451.9% | -387.7% | +5.1% |
| 10Y | +68.4% | +2,425.3% | -2,356.9% | -35.0% |
| All | +68.4% | +2,367.8% | -2,299.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PWR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling