+32.4%
PWR vs CAG
-6.8%
+39.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +6.0% | -17.6% | -9.1% |
| 7D | -4.4% | +9.7% | -14.1% | -0.3% |
| 30D | -15.1% | +15.8% | -30.8% | -9.7% |
| 3M | -16.2% | +1.8% | -18.0% | -14.2% |
| 6M | -23.3% | +11.5% | -34.9% | -18.6% |
| YTD | +37.6% | -6.7% | +44.3% | +44.3% |
| 1Y | +32.4% | -5.6% | +38.0% | +37.5% |
| All | +32.4% | -6.8% | +39.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling