+599.6%
XYZ vs PWR
+2,321.3%
-1,721.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -1.0% | +3.6% | -4.6% | -2.9% |
| 30D | -1.7% | -8.6% | +6.9% | +2.7% |
| 3M | +16.7% | -13.2% | +29.9% | +22.8% |
| 6M | +26.9% | +9.9% | +17.0% | +12.4% |
| YTD | +27.1% | +48.0% | -20.9% | -8.0% |
| 1Y | +9.3% | +66.2% | -56.9% | -27.6% |
| 3Y | +42.3% | +195.1% | -152.8% | -38.8% |
| 5Y | -69.3% | +442.6% | -511.9% | -91.2% |
| All | +599.6% | +2,321.3% | -1,721.7% | -24.7% |
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