+200.1%
PWR vs CF
+73.9%
+126.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | +3.6% | +6.0% | -2.4% | +3.3% |
| 30D | -8.6% | +14.8% | -23.4% | -9.3% |
| 3M | -13.2% | +14.1% | -27.2% | -14.0% |
| 6M | +9.9% | +28.5% | -18.6% | +5.4% |
| YTD | +48.0% | +74.9% | -26.9% | +34.5% |
| 1Y | +66.2% | +61.7% | +4.5% | +52.9% |
| All | +200.1% | +73.9% | +126.2% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling