+4,984.1%
PWR vs CF
+5,315.1%
-331.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | -12.9% | -3.2% | -9.7% | -12.1% |
| 30D | -22.8% | +4.3% | -27.2% | -24.5% |
| 3M | -19.0% | +2.8% | -21.8% | -21.0% |
| 6M | -31.1% | +0.6% | -31.7% | -33.0% |
| YTD | +28.2% | +56.6% | -28.4% | +2.1% |
| 1Y | +22.2% | +49.6% | -27.4% | -1.2% |
| 3Y | +222.1% | +61.5% | +160.6% | +143.4% |
| 5Y | +364.1% | +124.0% | +240.1% | +187.5% |
| 10Y | +1,864.5% | +573.2% | +1,291.3% | +605.7% |
| All | +4,984.1% | +5,315.1% | -331.0% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling