-5.6%
TLT vs PWR
+31.4%
-37.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.7% | +12.5% | +0.8% |
| 7D | +1.0% | -4.4% | +5.3% | +0.9% |
| 30D | +6.0% | -15.1% | +21.1% | +6.2% |
| 3M | -0.9% | -16.2% | +15.3% | -0.7% |
| 6M | -2.3% | -23.3% | +21.1% | -1.8% |
| YTD | -3.3% | +37.6% | -40.9% | -5.3% |
| 1Y | -5.6% | +32.4% | -38.0% | -7.2% |
| All | -5.6% | +31.4% | -37.0% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling