+107.7%
T vs PWR
+195.8%
-88.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -1.3% | +3.6% | -4.9% | -0.9% |
| 30D | +11.4% | -8.6% | +19.9% | +10.4% |
| 3M | +14.3% | -13.2% | +27.5% | +13.3% |
| 6M | -9.3% | +9.9% | -19.2% | -7.9% |
| YTD | +7.1% | +48.0% | -40.9% | +11.8% |
| 1Y | -9.1% | +66.2% | -75.3% | -4.0% |
| All | +107.7% | +195.8% | -88.0% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling