+1,844.9%
PWR vs CG
+274.5%
+1,570.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.4% |
| 7D | +19.1% | -1.5% | +20.6% | +19.8% |
| 30D | -12.0% | +5.7% | -17.7% | -14.2% |
| 3M | -10.6% | -17.9% | +7.3% | -4.0% |
| 6M | -20.8% | -20.2% | -0.6% | -14.3% |
| YTD | +43.7% | -32.0% | +75.7% | +63.9% |
| 1Y | +35.0% | -27.0% | +62.0% | +49.3% |
| 3Y | +249.4% | +42.8% | +206.7% | +178.7% |
| 5Y | +422.1% | -23.4% | +445.5% | +421.5% |
| All | +1,844.9% | +274.5% | +1,570.4% | +880.7% |
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