+206.9%
PWR vs CAG
-37.6%
+244.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.1% |
| 7D | +2.7% | -6.6% | +9.3% | +1.1% |
| 30D | -5.1% | +2.3% | -7.4% | -4.6% |
| 3M | -9.4% | +16.3% | -25.7% | -6.0% |
| 6M | +10.4% | -16.0% | +26.4% | +8.3% |
| YTD | +48.6% | -7.7% | +56.3% | +48.9% |
| 1Y | +68.0% | -16.0% | +84.1% | +65.5% |
| All | +206.9% | -37.6% | +244.5% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling