-7.4%
T vs PWR
+28.2%
-35.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.4% |
| 7D | +2.6% | -11.2% | +13.8% | +0.9% |
| 30D | -1.1% | -17.4% | +16.3% | -3.5% |
| 3M | -7.7% | -11.7% | +4.0% | -9.0% |
| 6M | -10.6% | -21.7% | +11.1% | -12.4% |
| YTD | -7.5% | +38.3% | -45.7% | -1.6% |
| 1Y | -7.4% | +29.6% | -37.0% | -2.4% |
| All | -7.4% | +28.2% | -35.7% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling