+191.2%
TER vs PWR
+247.1%
-55.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +14.4% | +11.3% | +3.1% | +5.0% |
| 30D | -30.6% | -8.9% | -21.7% | -25.2% |
| 3M | -39.2% | -10.5% | -28.7% | -33.2% |
| 6M | -31.3% | -22.2% | -9.1% | -14.2% |
| YTD | +29.1% | +42.7% | -13.7% | +6.5% |
| 1Y | +47.4% | +41.1% | +6.3% | +22.8% |
| 3Y | +191.2% | +242.7% | -51.5% | +31.1% |
| All | +191.2% | +247.1% | -55.9% | +31.1% |
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