+2,348.3%
PWR vs CF
+575.3%
+1,772.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.7% |
| 7D | +3.6% | +6.0% | -2.4% | +1.7% |
| 30D | -8.6% | +14.8% | -23.4% | -12.6% |
| 3M | -13.2% | +14.1% | -27.2% | -17.3% |
| 6M | +9.9% | +28.5% | -18.6% | -2.0% |
| YTD | +48.0% | +74.9% | -26.9% | +18.5% |
| 1Y | +66.2% | +61.7% | +4.5% | +36.0% |
| 3Y | +195.1% | +80.3% | +114.8% | +124.2% |
| 5Y | +442.6% | +226.0% | +216.6% | +201.3% |
| All | +2,348.3% | +575.3% | +1,772.9% | +910.5% |
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