+446.0%
PWR vs CAPR
+84.7%
+361.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -13.2% | -66.4% | +53.2% | -12.6% |
| 6M | +9.9% | -63.1% | +73.0% | +10.5% |
| YTD | +48.0% | -67.4% | +115.5% | +48.9% |
| 1Y | +66.2% | +58.2% | +7.9% | +58.6% |
| 3Y | +195.1% | +42.2% | +152.9% | +160.5% |
| All | +446.0% | +84.7% | +361.4% | +348.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling