+305.8%
CME vs PWR
+1,887.5%
-1,581.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.5% |
| 7D | +2.5% | +4.7% | -2.3% | +1.5% |
| 30D | +13.9% | -12.5% | +26.4% | +15.7% |
| 3M | +22.4% | -9.3% | +31.7% | +23.2% |
| 6M | +12.9% | -22.2% | +35.1% | +16.1% |
| YTD | +19.6% | +44.2% | -24.5% | +8.0% |
| 1Y | +17.7% | +35.5% | -17.9% | +7.3% |
| 3Y | +65.3% | +250.4% | -185.1% | +13.9% |
| 5Y | +75.1% | +425.6% | -350.5% | +2.9% |
| 10Y | +305.8% | +1,874.2% | -1,568.5% | +37.9% |
| All | +305.8% | +1,887.5% | -1,581.8% | +37.9% |
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