+71.8%
COST vs PWR
+206.3%
-134.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -3.0% | -0.7% |
| 7D | -3.2% | +4.5% | -7.7% | -3.3% |
| 30D | -4.0% | -4.9% | +0.9% | -3.8% |
| 3M | -6.5% | -7.9% | +1.4% | -6.1% |
| 6M | -8.5% | +18.3% | -26.9% | -10.5% |
| YTD | +6.0% | +51.5% | -45.5% | +1.2% |
| 1Y | -5.8% | +70.3% | -76.1% | -11.8% |
| 3Y | +71.8% | +210.6% | -138.8% | +44.9% |
| All | +71.8% | +206.3% | -134.5% | +44.9% |
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