+1,796.7%
PWR vs CF
+494.2%
+1,302.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -11.2% | +4.8% | -16.0% | -12.6% |
| 30D | -17.4% | +9.7% | -27.1% | -20.0% |
| 3M | -11.7% | +1.2% | -13.0% | -13.0% |
| 6M | -21.7% | +7.4% | -29.1% | -24.9% |
| YTD | +38.3% | +60.5% | -22.3% | +12.5% |
| 1Y | +29.6% | +50.7% | -21.2% | +7.5% |
| 3Y | +236.1% | +64.8% | +171.3% | +160.7% |
| 5Y | +406.3% | +115.8% | +290.6% | +228.6% |
| 10Y | +1,796.7% | +481.0% | +1,315.7% | +711.0% |
| All | +1,796.7% | +494.2% | +1,302.5% | +711.0% |
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