-21.7%
TLT vs PWR
+2,334.2%
-2,355.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -0.4% | +3.6% | -4.0% | -0.2% |
| 30D | -0.6% | -8.6% | +8.0% | -1.1% |
| 3M | -2.7% | -13.2% | +10.4% | -3.4% |
| 6M | -5.6% | +9.9% | -15.5% | -4.7% |
| YTD | -2.8% | +48.0% | -50.8% | +0.3% |
| 1Y | -1.4% | +66.2% | -67.6% | +2.7% |
| 3Y | -1.6% | +195.1% | -196.7% | +8.2% |
| 5Y | -33.8% | +442.6% | -476.4% | -20.7% |
| All | -21.7% | +2,334.2% | -2,355.9% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling