+2,425.3%
PWR vs CFG
+308.1%
+2,117.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +2.7% | -0.6% | +3.2% | +2.9% |
| 30D | -5.1% | -4.5% | -0.6% | -3.3% |
| 3M | -9.4% | +6.3% | -15.7% | -11.9% |
| 6M | +10.4% | +20.6% | -10.2% | +1.7% |
| YTD | +48.6% | +21.2% | +27.4% | +36.1% |
| 1Y | +68.0% | +38.2% | +29.8% | +45.1% |
| 3Y | +204.7% | +185.9% | +18.8% | +86.6% |
| 5Y | +451.9% | +97.0% | +354.9% | +280.8% |
| 10Y | +2,425.3% | +306.8% | +2,118.5% | +1,047.7% |
| All | +2,425.3% | +308.1% | +2,117.2% | +1,047.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling