+200.3%
PWR vs CAPR
+56.4%
+143.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +3.6% | -2.0% | +5.6% | +3.6% |
| 30D | -8.6% | +139.2% | -147.8% | -9.3% |
| 3M | -13.2% | -66.4% | +53.2% | -12.7% |
| 6M | +9.9% | -63.1% | +73.0% | +10.4% |
| YTD | +48.0% | -67.4% | +115.5% | +48.8% |
| 1Y | +66.2% | +58.2% | +7.9% | +61.2% |
| All | +200.3% | +56.4% | +143.9% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling