+242.7%
PWR vs CFG
+191.5%
+51.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +11.3% | +3.2% | +8.1% | +10.2% |
| 30D | -8.9% | +5.1% | -14.0% | -10.4% |
| 3M | -10.5% | -11.2% | +0.7% | -6.8% |
| 6M | -22.2% | +9.6% | -31.7% | -24.9% |
| YTD | +42.7% | +15.0% | +27.8% | +35.0% |
| 1Y | +41.1% | +29.9% | +11.3% | +27.8% |
| 3Y | +242.7% | +192.1% | +50.7% | +145.4% |
| All | +242.7% | +191.5% | +51.2% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling