+35.4%
PWR vs CG
-23.2%
+58.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.6% |
| 7D | +4.7% | -3.8% | +8.6% | +5.7% |
| 30D | -12.5% | +7.5% | -20.0% | -13.6% |
| 3M | -9.3% | -14.4% | +5.0% | -5.8% |
| 6M | -22.2% | -15.7% | -6.5% | -19.0% |
| YTD | +44.2% | -29.0% | +73.1% | +49.0% |
| All | +35.4% | -23.2% | +58.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling