+131.3%
TLT vs PWR
+24,416.9%
-24,285.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | +0.4% |
| 7D | +0.1% | -12.9% | +13.0% | -0.7% |
| 30D | +6.2% | -22.8% | +29.0% | +4.5% |
| 3M | +0.1% | -19.0% | +19.1% | -1.1% |
| 6M | -3.0% | -31.1% | +28.1% | -4.9% |
| YTD | -2.7% | +28.2% | -31.0% | -0.3% |
| 1Y | -4.8% | +22.2% | -27.0% | -2.7% |
| 3Y | +6.9% | +222.1% | -215.2% | +18.4% |
| 5Y | -34.5% | +364.1% | -398.5% | -24.6% |
| 10Y | -17.3% | +1,864.5% | -1,881.8% | +9.5% |
| All | +131.3% | +24,416.9% | -24,285.5% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling