+59.6%
T vs PWR
+221.0%
-161.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.1% | -0.1% |
| 7D | +1.0% | -12.9% | +13.9% | -0.4% |
| 30D | -10.6% | -22.8% | +12.2% | -13.0% |
| 3M | -7.7% | -19.0% | +11.3% | -9.6% |
| 6M | -13.3% | -31.1% | +17.8% | -15.9% |
| YTD | -8.8% | +28.2% | -37.0% | -5.4% |
| 1Y | -8.4% | +22.2% | -30.6% | -5.3% |
| 3Y | +59.6% | +222.1% | -162.5% | +80.0% |
| All | +59.6% | +221.0% | -161.4% | +80.0% |
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 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