+71.5%
T vs PWR
+2,415.3%
-2,343.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -0.6% |
| 7D | -1.5% | +4.5% | -6.1% | -2.0% |
| 30D | +7.6% | -4.9% | +12.5% | +8.1% |
| 3M | +15.3% | -7.9% | +23.2% | +15.8% |
| 6M | -8.5% | +18.3% | -26.8% | -11.7% |
| YTD | +6.8% | +51.5% | -44.7% | -1.1% |
| 1Y | -7.2% | +70.3% | -77.6% | -16.1% |
| 3Y | +108.2% | +210.6% | -102.3% | +60.6% |
| 5Y | +66.1% | +456.7% | -390.6% | +6.4% |
| All | +71.5% | +2,415.3% | -2,343.9% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling