+290.8%
EWY vs PWR
+2,415.0%
-2,124.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.7% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.3% | -7.7% | +17.0% | +12.8% |
| 3M | +2.4% | -4.9% | +7.4% | +5.1% |
| 6M | +40.3% | +9.7% | +30.5% | +36.7% |
| YTD | +88.0% | +46.7% | +41.3% | +65.5% |
| 1Y | +143.8% | +58.7% | +85.1% | +107.9% |
| 3Y | +217.8% | +200.7% | +17.0% | +107.0% |
| 5Y | +142.7% | +438.6% | -295.8% | +22.4% |
| All | +290.8% | +2,415.0% | -2,124.2% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling