+202.8%
TER vs PWR
+443.9%
-241.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.0% |
| 7D | +0.6% | +3.6% | -3.0% | -2.1% |
| 30D | -8.3% | -8.6% | +0.3% | -1.6% |
| 3M | -12.2% | -13.2% | +0.9% | -0.4% |
| 6M | +17.1% | +9.9% | +7.2% | +14.2% |
| YTD | +84.7% | +48.0% | +36.6% | +49.0% |
| 1Y | +199.9% | +66.2% | +133.8% | +127.2% |
| 3Y | +232.8% | +195.1% | +37.7% | +68.2% |
| All | +202.8% | +443.9% | -241.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling