+300.3%
CME vs PWR
+1,857.9%
-1,557.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | +19.1% | -16.4% | -0.2% |
| 30D | +13.5% | -12.0% | +25.5% | +15.1% |
| 3M | +20.9% | -10.6% | +31.5% | +22.0% |
| 6M | +11.5% | -20.8% | +32.3% | +14.3% |
| YTD | +19.5% | +43.7% | -24.3% | +7.9% |
| 1Y | +17.2% | +35.0% | -17.8% | +7.0% |
| 3Y | +65.1% | +249.4% | -184.3% | +13.8% |
| 5Y | +73.1% | +422.1% | -349.0% | +1.9% |
| All | +300.3% | +1,857.9% | -1,557.6% | +37.2% |
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