+1,621.1%
PWR vs CFG
+396.4%
+1,224.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.6% | +1.5% | +2.1% | +2.9% |
| 30D | -8.6% | -3.8% | -4.7% | -7.0% |
| 3M | -13.2% | +11.5% | -24.6% | -17.3% |
| 6M | +9.9% | +19.2% | -9.3% | +1.6% |
| YTD | +48.0% | +23.7% | +24.3% | +34.2% |
| 1Y | +66.2% | +38.8% | +27.3% | +42.9% |
| 3Y | +195.1% | +178.9% | +16.2% | +81.3% |
| 5Y | +442.6% | +101.8% | +340.8% | +268.0% |
| 10Y | +2,334.2% | +317.3% | +2,017.0% | +952.7% |
| All | +1,621.1% | +396.4% | +1,224.7% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling