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  • PWR vs CAG✓SelectedUSD · CAGPWR vs CAG performance historyLatest closeAs of+0.70%09/04
Stock and ETF performance explorer

PWR vs CAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,390.6%
CAG return
+72.2%
Excess return
+8,318.4%
Maximum drawdown
-97.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCAGExcessAlpha
1D+0.7%-0.9%+1.6%+0.9%
7D+3.6%-3.8%+7.4%+4.4%
30D-8.6%+3.1%-11.7%-9.3%
3M-13.2%+23.5%-36.6%-17.9%
6M+9.9%-14.8%+24.7%+12.9%
YTD+48.0%-5.4%+53.5%+47.7%
1Y+66.2%-11.8%+78.0%+68.1%
3Y+195.1%-36.7%+231.8%+216.5%
5Y+442.6%-40.3%+482.8%+483.2%
10Y+2,334.2%-37.0%+2,371.2%+2,348.7%
All+8,390.6%+72.2%+8,318.4%+6,126.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling