+604.2%
COST vs PWR
+2,415.0%
-1,810.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.4% | -7.7% | +3.3% | -3.3% |
| 3M | -8.1% | -4.9% | -3.2% | -8.1% |
| 6M | -9.2% | +9.7% | -19.0% | -12.4% |
| YTD | +5.1% | +46.7% | -41.6% | -4.6% |
| 1Y | -5.1% | +58.7% | -63.8% | -15.8% |
| 3Y | +70.4% | +200.7% | -130.4% | +26.5% |
| 5Y | +104.7% | +438.6% | -333.8% | +30.2% |
| All | +604.2% | +2,415.0% | -1,810.8% | +218.2% |
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