+223.5%
C vs PWR
+1,833.2%
-1,609.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.7% | -2.3% |
| 7D | -2.4% | -12.9% | +10.5% | +2.8% |
| 30D | -6.0% | -22.8% | +16.9% | +4.2% |
| 3M | -10.5% | -19.0% | +8.4% | -3.7% |
| 6M | -5.7% | -31.1% | +25.4% | +7.8% |
| YTD | +4.1% | +28.3% | -24.1% | -14.2% |
| 1Y | +20.5% | +22.2% | -1.7% | +1.3% |
| 3Y | +208.1% | +222.2% | -14.1% | +42.4% |
| 5Y | +110.4% | +364.2% | -253.7% | -27.6% |
| All | +223.5% | +1,833.2% | -1,609.6% | -62.9% |
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 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