+2,521.4%
PWR vs CAG
-36.2%
+2,557.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +4.2% | -5.7% | +9.9% | +4.6% |
| 30D | -4.0% | -2.4% | -1.6% | -3.9% |
| 3M | -4.8% | +9.8% | -14.6% | -5.8% |
| 6M | +14.6% | -10.8% | +25.5% | +15.7% |
| YTD | +54.2% | -10.8% | +65.1% | +55.2% |
| 1Y | +67.1% | -19.0% | +86.1% | +69.9% |
| 3Y | +218.5% | -39.7% | +258.1% | +231.5% |
| 5Y | +466.3% | -43.0% | +509.3% | +490.4% |
| All | +2,521.4% | -36.2% | +2,557.6% | +2,538.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling