+1,831.6%
PWR vs CAPR
-65.7%
+1,897.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.6% |
| 7D | +11.3% | +5.9% | +5.4% | +11.2% |
| 30D | -8.9% | +44.6% | -53.5% | -9.3% |
| 3M | -10.5% | +126.4% | -136.9% | -11.7% |
| 6M | -22.2% | -68.6% | +46.4% | -21.7% |
| YTD | +42.7% | -67.0% | +109.7% | +43.3% |
| 1Y | +41.1% | +65.2% | -24.0% | +34.8% |
| 3Y | +242.7% | +235.6% | +7.2% | +216.1% |
| 5Y | +418.5% | +175.4% | +243.1% | +376.0% |
| All | +1,831.6% | -65.7% | +1,897.3% | +1,625.4% |
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