+354.9%
PWR vs CAPR
+142.6%
+212.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +6.2% |
| 7D | -12.9% | +41.1% | -53.9% | -13.2% |
| 30D | -22.8% | +11.1% | -34.0% | -23.0% |
| 3M | -19.0% | +115.3% | -134.3% | -19.9% |
| 6M | -31.1% | -73.8% | +42.7% | -30.5% |
| YTD | +28.3% | -68.8% | +97.1% | +29.0% |
| 1Y | +22.2% | +43.3% | -21.1% | +17.3% |
| 3Y | +222.2% | +214.7% | +7.5% | +168.1% |
| All | +354.9% | +142.6% | +212.3% | +269.3% |
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