+6.5%
TLT vs PWR
+221.0%
-214.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | 0.0% |
| 7D | +0.1% | -12.9% | +13.0% | +0.1% |
| 30D | +6.2% | -22.8% | +29.0% | +6.4% |
| 3M | -0.3% | -19.0% | +18.7% | -0.2% |
| 6M | -3.4% | -31.1% | +27.8% | -3.0% |
| YTD | -3.1% | +28.2% | -31.4% | -3.8% |
| 1Y | -5.2% | +22.2% | -27.4% | -5.8% |
| 3Y | +6.5% | +222.1% | -215.6% | -5.9% |
| All | +6.5% | +221.0% | -214.5% | -5.9% |
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