+92.2%
COST vs PWR
+241.6%
-149.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +4.6% | -11.2% | +15.8% | +4.8% |
| 30D | +12.8% | -17.4% | +30.2% | +13.3% |
| 3M | +12.1% | -11.7% | +23.8% | +12.3% |
| 6M | +6.0% | -21.7% | +27.7% | +7.1% |
| YTD | +24.4% | +38.3% | -13.9% | +18.6% |
| 1Y | +17.1% | +29.6% | -12.4% | +12.4% |
| 3Y | +92.2% | +236.1% | -144.0% | +50.4% |
| All | +92.2% | +241.6% | -149.4% | +50.4% |
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 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