+2.8%
TLT vs PWR
+247.1%
-244.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.1% | +11.3% | -14.4% | -3.1% |
| 30D | +1.0% | -8.9% | +9.9% | +1.1% |
| 3M | -2.7% | -10.5% | +7.8% | -2.7% |
| 6M | -4.1% | -22.2% | +18.0% | -3.9% |
| YTD | -5.4% | +42.7% | -48.1% | -6.0% |
| 1Y | -7.0% | +41.1% | -48.1% | -7.6% |
| 3Y | +2.8% | +242.7% | -239.9% | -7.8% |
| All | +2.8% | +247.1% | -244.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling