+886.2%
TER vs PWR
+1,833.2%
-947.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | -1.7% |
| 7D | -20.5% | -12.9% | -7.6% | -12.6% |
| 30D | -47.0% | -22.8% | -24.2% | -36.9% |
| 3M | -43.3% | -19.0% | -24.3% | -34.4% |
| 6M | -42.9% | -31.1% | -11.8% | -25.2% |
| YTD | +12.9% | +28.3% | -15.4% | +1.8% |
| 1Y | +18.2% | +22.2% | -4.1% | +10.0% |
| 3Y | +151.8% | +222.2% | -70.4% | +28.8% |
| 5Y | +54.2% | +364.2% | -309.9% | -37.8% |
| All | +886.2% | +1,833.2% | -947.0% | +78.9% |
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