+65.4%
CVS vs PWR
+201.3%
-136.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.0% | +3.6% | +0.4% | +3.9% |
| 30D | -2.4% | -8.6% | +6.2% | -2.2% |
| 3M | +2.7% | -13.2% | +15.8% | +3.0% |
| 6M | +21.9% | +9.9% | +12.0% | +21.3% |
| YTD | +24.7% | +48.0% | -23.3% | +23.0% |
| 1Y | +35.4% | +66.2% | -30.7% | +33.2% |
| All | +65.4% | +201.3% | -136.0% | +55.0% |
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 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