+7,117.9%
COST vs PWR
+8,356.0%
-1,238.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.2% | +1.4% |
| 7D | +3.9% | +4.7% | -0.8% | +3.0% |
| 30D | +13.5% | -12.5% | +26.0% | +15.0% |
| 3M | +15.3% | -9.3% | +24.7% | +16.0% |
| 6M | +9.2% | -22.2% | +31.3% | +11.4% |
| YTD | +26.9% | +44.2% | -17.3% | +17.4% |
| 1Y | +19.7% | +35.5% | -15.8% | +11.6% |
| 3Y | +96.0% | +250.4% | -154.4% | +55.2% |
| 5Y | +124.0% | +425.6% | -301.6% | +65.3% |
| 10Y | +760.6% | +1,874.2% | -1,113.6% | +408.4% |
| All | +7,117.9% | +8,356.0% | -1,238.0% | +2,979.6% |
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