+438.6%
PWR vs CBOE
+145.0%
+293.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.2% | -3.7% | +3.5% | -0.1% |
| 30D | -7.7% | +2.0% | -9.7% | -7.8% |
| 3M | -4.9% | -4.2% | -0.7% | -4.8% |
| 6M | +9.7% | +1.2% | +8.6% | +9.3% |
| YTD | +46.7% | +15.4% | +31.3% | +43.9% |
| 1Y | +58.7% | +23.5% | +35.2% | +54.2% |
| 3Y | +200.7% | +93.2% | +107.5% | +146.1% |
| 5Y | +438.6% | +142.0% | +296.6% | +285.8% |
| All | +438.6% | +145.0% | +293.6% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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