+54.6%
TER vs PWR
+348.7%
-294.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | -2.2% |
| 7D | -20.5% | -12.9% | -7.6% | -11.7% |
| 30D | -47.0% | -22.8% | -24.2% | -35.6% |
| 3M | -43.3% | -19.0% | -24.3% | -33.3% |
| 6M | -42.9% | -31.1% | -11.8% | -23.1% |
| YTD | +12.9% | +28.2% | -15.4% | +1.2% |
| 1Y | +18.2% | +22.2% | -4.0% | +9.5% |
| 3Y | +151.8% | +222.1% | -70.3% | +21.6% |
| All | +54.6% | +348.7% | -294.2% | -43.9% |
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 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