-40.4%
TER vs PWR
-34.1%
-6.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.3% | -2.9% | -2.1% |
| 7D | -28.2% | -19.9% | -8.3% | -9.5% |
| 30D | -50.6% | -29.3% | -21.3% | -27.8% |
| 3M | -45.3% | -25.5% | -19.9% | -24.8% |
| 6M | -40.4% | -34.0% | -6.4% | +5.6% |
| All | -40.4% | -34.1% | -6.3% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling