+32.4%
PWR vs CAI
+12.6%
+19.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.1% | -12.8% | -11.7% |
| 7D | -4.4% | -6.3% | +1.9% | -4.1% |
| 30D | -15.1% | +9.3% | -24.4% | -15.3% |
| 3M | -16.2% | +106.3% | -122.6% | -21.1% |
| 6M | -23.3% | +77.7% | -101.1% | -26.8% |
| YTD | +37.6% | +23.1% | +14.5% | +35.3% |
| 1Y | +32.4% | +6.5% | +25.9% | +31.7% |
| All | +32.4% | +12.6% | +19.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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