-33.3%
TLT vs PWR
+443.9%
-477.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -0.4% | +3.6% | -4.0% | -0.5% |
| 30D | -0.6% | -8.6% | +8.0% | -0.5% |
| 3M | -2.7% | -13.2% | +10.4% | -2.6% |
| 6M | -5.6% | +9.9% | -15.5% | -5.8% |
| YTD | -2.8% | +48.0% | -50.8% | -3.2% |
| 1Y | -1.4% | +66.2% | -67.6% | -2.0% |
| 3Y | -1.6% | +195.1% | -196.7% | -3.8% |
| All | -33.3% | +443.9% | -477.1% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling