+1,865.8%
PWR vs CAPR
-64.9%
+1,930.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.4% | -0.1% | +9.2% |
| 7D | -4.8% | +36.0% | -40.8% | -5.1% |
| 30D | -16.2% | +25.8% | -42.0% | -16.5% |
| 3M | -11.9% | +140.8% | -152.8% | -13.2% |
| 6M | -20.6% | -67.6% | +47.0% | -20.2% |
| YTD | +40.3% | -65.9% | +106.1% | +40.8% |
| 1Y | +33.0% | +66.1% | -33.1% | +27.0% |
| 3Y | +250.0% | +256.9% | -6.9% | +222.5% |
| 5Y | +404.2% | +172.1% | +232.1% | +362.9% |
| 10Y | +1,865.8% | -64.7% | +1,930.5% | +1,698.6% |
| All | +1,865.8% | -64.9% | +1,930.8% | +1,698.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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