+1,530.6%
PWR vs CFG
+360.2%
+1,170.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.4% | +8.1% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -16.2% | +3.2% | -19.4% | -17.4% |
| 3M | -11.9% | -9.7% | -2.2% | -8.2% |
| 6M | -20.6% | +3.6% | -24.2% | -22.3% |
| YTD | +40.3% | +14.7% | +25.6% | +31.1% |
| 1Y | +33.0% | +29.6% | +3.4% | +17.9% |
| 3Y | +250.0% | +190.6% | +59.4% | +111.0% |
| 5Y | +404.2% | +67.1% | +337.1% | +272.8% |
| 10Y | +1,865.8% | +237.0% | +1,628.8% | +838.7% |
| All | +1,530.6% | +360.2% | +1,170.4% | +557.7% |
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 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