+80.7%
PWR vs CAI
-9.9%
+90.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +5.1% |
| 7D | +4.2% | -2.9% | +7.1% | +4.4% |
| 30D | -4.0% | +9.3% | -13.4% | -4.9% |
| 3M | -4.8% | +35.2% | -40.0% | -7.9% |
| 6M | +14.6% | +30.7% | -16.1% | +10.5% |
| YTD | +54.2% | -9.8% | +64.0% | +53.6% |
| 1Y | +67.1% | -28.9% | +96.0% | +68.6% |
| All | +80.7% | -9.9% | +90.6% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling