+1,831.6%
PWR vs CG
+278.5%
+1,553.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | -8.9% | +11.2% | -20.0% | -13.0% |
| 3M | -10.5% | -22.1% | +11.6% | -1.6% |
| 6M | -22.2% | -17.9% | -4.2% | -16.7% |
| YTD | +42.7% | -31.3% | +74.0% | +62.1% |
| 1Y | +41.1% | -24.0% | +65.1% | +53.4% |
| 3Y | +242.7% | +45.0% | +197.8% | +171.7% |
| 5Y | +418.5% | -22.6% | +441.2% | +415.7% |
| All | +1,831.6% | +278.5% | +1,553.2% | +869.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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