+32.4%
PWR vs CFG
+34.2%
-1.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.4% | -14.0% | -12.4% |
| 7D | -4.4% | +1.8% | -6.1% | -4.9% |
| 30D | -15.1% | +3.3% | -18.4% | -16.1% |
| 3M | -16.2% | -9.8% | -6.4% | -12.9% |
| 6M | -23.3% | +5.2% | -28.5% | -25.4% |
| YTD | +37.6% | +16.1% | +21.5% | +26.6% |
| 1Y | +32.4% | +33.7% | -1.3% | +11.0% |
| All | +32.4% | +34.2% | -1.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling