+89.2%
TER vs PWR
+427.2%
-338.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.1% | +5.0% |
| 7D | +5.9% | +4.7% | +1.2% | +2.9% |
| 30D | -30.8% | -12.5% | -18.3% | -23.4% |
| 3M | -29.9% | -9.3% | -20.6% | -24.3% |
| 6M | -27.5% | -22.2% | -5.3% | -10.7% |
| YTD | +37.5% | +44.2% | -6.7% | +13.0% |
| 1Y | +50.3% | +35.5% | +14.7% | +28.8% |
| 3Y | +204.9% | +250.4% | -45.5% | +37.9% |
| 5Y | +89.2% | +425.6% | -336.5% | -38.1% |
| All | +89.2% | +427.2% | -338.0% | -38.1% |
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 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