+288.0%
CME vs PWR
+1,818.7%
-1,530.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +1.7% | -11.2% | +12.9% | +3.2% |
| 30D | +10.2% | -17.4% | +27.6% | +12.9% |
| 3M | +17.8% | -11.7% | +29.5% | +19.0% |
| 6M | +11.0% | -21.7% | +32.7% | +13.8% |
| YTD | +17.0% | +38.3% | -21.2% | +6.3% |
| 1Y | +15.8% | +29.6% | -13.8% | +6.4% |
| 3Y | +61.8% | +236.1% | -174.4% | +12.2% |
| 5Y | +72.5% | +406.3% | -333.9% | +1.8% |
| 10Y | +288.0% | +1,796.7% | -1,508.7% | +32.2% |
| All | +288.0% | +1,818.7% | -1,530.7% | +32.2% |
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 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