+680.5%
CVS vs PWR
+8,011.0%
-7,330.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | -2.6% | -11.2% | +8.6% | -1.2% |
| 30D | +4.0% | -17.4% | +21.4% | +6.3% |
| 3M | -6.3% | -11.7% | +5.5% | -5.3% |
| 6M | -0.4% | -21.7% | +21.3% | +1.7% |
| YTD | +15.6% | +38.3% | -22.7% | +9.3% |
| 1Y | +18.3% | +29.6% | -11.3% | +12.7% |
| 3Y | +47.3% | +236.1% | -188.9% | +21.6% |
| 5Y | +13.2% | +406.3% | -393.2% | -12.6% |
| 10Y | +57.2% | +1,796.7% | -1,739.5% | +0.5% |
| All | +680.5% | +8,011.0% | -7,330.6% | +255.6% |
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