+328.9%
CME vs PWR
+1,833.2%
-1,504.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -1.4% |
| 7D | +0.9% | -12.9% | +13.8% | +2.8% |
| 30D | +13.2% | -22.8% | +36.0% | +17.4% |
| 3M | +16.3% | -19.0% | +35.3% | +19.3% |
| 6M | +7.1% | -31.1% | +38.2% | +12.5% |
| YTD | +15.8% | +28.3% | -12.4% | +6.4% |
| 1Y | +17.1% | +22.2% | -5.1% | +8.4% |
| 3Y | +63.2% | +222.2% | -159.0% | +12.8% |
| 5Y | +70.2% | +364.2% | -293.9% | +1.3% |
| All | +328.9% | +1,833.2% | -1,504.3% | +31.9% |
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