+4,684.9%
PWR vs CF
+5,277.9%
-593.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.2% | -18.5% | -14.5% |
| 7D | -19.9% | +0.4% | -20.3% | -20.3% |
| 30D | -29.3% | +2.2% | -31.5% | -30.3% |
| 3M | -25.5% | +2.1% | -27.6% | -27.2% |
| 6M | -34.0% | -6.5% | -27.5% | -34.2% |
| YTD | +20.7% | +55.6% | -34.9% | -3.7% |
| 1Y | +12.3% | +42.3% | -30.0% | -7.5% |
| 3Y | +201.9% | +55.7% | +146.1% | +131.2% |
| 5Y | +336.8% | +122.4% | +214.3% | +171.2% |
| 10Y | +1,748.9% | +568.5% | +1,180.3% | +565.7% |
| All | +4,684.9% | +5,277.9% | -593.1% | +514.9% |
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