+1,827.1%
PWR vs CF
+561.7%
+1,265.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | -12.9% | -3.2% | -9.7% | -12.2% |
| 30D | -22.8% | +4.3% | -27.2% | -24.2% |
| 3M | -19.0% | +2.8% | -21.8% | -20.6% |
| 6M | -31.1% | +0.6% | -31.7% | -32.6% |
| YTD | +28.3% | +56.6% | -28.4% | +5.0% |
| 1Y | +22.2% | +49.6% | -27.4% | +1.5% |
| 3Y | +222.2% | +61.5% | +160.7% | +151.0% |
| 5Y | +364.2% | +124.0% | +240.2% | +194.7% |
| All | +1,827.1% | +561.7% | +1,265.4% | +661.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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