+422.1%
PWR vs CAG
-41.2%
+463.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.7% |
| 7D | +19.1% | -6.2% | +25.3% | +17.6% |
| 30D | -12.0% | +7.4% | -19.4% | -10.6% |
| 3M | -10.6% | -1.6% | -9.0% | -10.1% |
| 6M | -20.8% | +6.3% | -27.2% | -19.3% |
| YTD | +43.7% | -10.1% | +53.8% | +44.7% |
| 1Y | +35.0% | -10.2% | +45.2% | +35.9% |
| 3Y | +249.4% | -37.3% | +286.7% | +240.6% |
| 5Y | +422.1% | -41.6% | +463.7% | +403.4% |
| All | +422.1% | -41.2% | +463.3% | +403.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling