+1,844.9%
PWR vs CF
+478.3%
+1,366.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +19.1% | +5.4% | +13.7% | +17.3% |
| 30D | -12.0% | +6.5% | -18.5% | -14.0% |
| 3M | -10.6% | +4.6% | -15.2% | -12.7% |
| 6M | -20.8% | -3.3% | -17.5% | -21.4% |
| YTD | +43.7% | +63.9% | -20.2% | +16.3% |
| 1Y | +35.0% | +50.4% | -15.5% | +12.2% |
| 3Y | +249.4% | +68.2% | +181.2% | +169.4% |
| 5Y | +422.1% | +113.8% | +308.3% | +241.1% |
| All | +1,844.9% | +478.3% | +1,366.7% | +733.5% |
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