+8.6%
CVS vs PWR
+396.6%
-388.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.0% |
| 7D | -3.7% | -4.8% | +1.1% | -3.3% |
| 30D | -0.3% | -16.2% | +15.9% | +0.8% |
| 3M | -10.3% | -11.9% | +1.7% | -9.7% |
| 6M | -4.6% | -20.6% | +16.0% | -3.4% |
| YTD | +10.7% | +40.3% | -29.5% | +7.0% |
| 1Y | +11.2% | +33.0% | -21.8% | +8.0% |
| 3Y | +43.0% | +250.0% | -207.0% | +23.2% |
| 5Y | +8.6% | +404.2% | -395.5% | -9.2% |
| All | +8.6% | +396.6% | -388.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling