+96.5%
EWY vs PWR
+405.7%
-309.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.5% |
| 7D | -10.2% | -11.2% | +1.0% | -6.0% |
| 30D | -21.5% | -17.4% | -4.1% | -15.5% |
| 3M | -14.7% | -11.7% | -2.9% | -10.7% |
| 6M | -26.8% | -21.7% | -5.1% | -19.9% |
| YTD | +43.2% | +38.3% | +4.9% | +32.0% |
| 1Y | +48.7% | +29.6% | +19.2% | +39.4% |
| 3Y | +147.9% | +236.1% | -88.2% | +73.6% |
| All | +96.5% | +405.7% | -309.2% | +22.2% |
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