+20.0%
COP vs PWR
+195.8%
-175.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +3.0% | +3.6% | -0.6% | +2.7% |
| 30D | +17.5% | -8.6% | +26.1% | +18.3% |
| 3M | +13.4% | -13.2% | +26.5% | +14.5% |
| 6M | +17.7% | +9.9% | +7.8% | +15.0% |
| YTD | +46.6% | +48.0% | -1.4% | +36.5% |
| 1Y | +44.6% | +66.2% | -21.6% | +31.2% |
| All | +20.0% | +195.8% | -175.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling