+5,968.3%
COST vs PWR
+8,583.6%
-2,615.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.1% | +3.6% | -6.7% | -3.6% |
| 30D | -2.8% | -8.6% | +5.8% | -1.6% |
| 3M | -5.7% | -13.2% | +7.5% | -4.4% |
| 6M | -8.8% | +9.9% | -18.7% | -11.2% |
| YTD | +6.7% | +48.0% | -41.4% | -0.9% |
| 1Y | -3.6% | +66.2% | -69.8% | -12.4% |
| 3Y | +75.1% | +195.1% | -120.0% | +43.1% |
| 5Y | +108.9% | +442.6% | -333.7% | +54.5% |
| 10Y | +586.2% | +2,334.2% | -1,748.1% | +296.3% |
| All | +5,968.3% | +8,583.6% | -2,615.2% | +2,499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling