+286.3%
CME vs PWR
+2,342.6%
-2,056.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | +3.6% | -5.2% | -2.2% |
| 30D | +6.2% | -8.6% | +14.8% | +7.8% |
| 3M | +10.4% | -13.2% | +23.6% | +12.4% |
| 6M | -9.5% | +9.9% | -19.4% | -12.7% |
| YTD | +6.0% | +48.0% | -42.0% | -4.1% |
| 1Y | +9.3% | +66.2% | -56.9% | -4.1% |
| 3Y | +57.7% | +195.1% | -137.4% | +14.6% |
| 5Y | +77.7% | +442.6% | -364.9% | +3.7% |
| All | +286.3% | +2,342.6% | -2,056.3% | +20.4% |
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 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