+760.1%
COST vs PWR
+1,844.4%
-1,084.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +5.0% | +11.3% | -6.3% | +3.3% |
| 30D | +12.8% | -8.9% | +21.7% | +13.8% |
| 3M | +15.2% | -10.5% | +25.7% | +16.1% |
| 6M | +7.4% | -22.2% | +29.6% | +10.3% |
| YTD | +29.0% | +42.7% | -13.7% | +16.6% |
| 1Y | +20.3% | +41.1% | -20.8% | +8.7% |
| 3Y | +99.0% | +242.7% | -143.8% | +41.7% |
| 5Y | +125.7% | +418.5% | -292.9% | +43.0% |
| All | +760.1% | +1,844.4% | -1,084.3% | +294.4% |
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