+749.2%
COST vs PWR
+1,857.9%
-1,108.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +19.1% | -16.6% | -0.3% |
| 30D | +14.6% | -12.0% | +26.6% | +16.2% |
| 3M | +15.2% | -10.6% | +25.8% | +16.2% |
| 6M | +7.2% | -20.8% | +28.0% | +9.8% |
| YTD | +27.4% | +43.7% | -16.3% | +15.0% |
| 1Y | +20.2% | +35.0% | -14.8% | +9.6% |
| 3Y | +96.9% | +249.4% | -152.6% | +39.6% |
| 5Y | +122.8% | +422.1% | -299.3% | +41.1% |
| All | +749.2% | +1,857.9% | -1,108.6% | +289.0% |
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