+210.6%
PWR vs CG
+56.8%
+153.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.2% |
| 7D | +4.5% | -1.3% | +5.8% | +5.0% |
| 30D | -4.9% | -3.2% | -1.7% | -4.1% |
| 3M | -7.9% | +6.2% | -14.1% | -10.7% |
| 6M | +18.3% | -4.7% | +23.0% | +19.3% |
| YTD | +51.5% | -20.6% | +72.1% | +62.6% |
| 1Y | +70.3% | -26.4% | +96.7% | +87.8% |
| 3Y | +210.6% | +55.4% | +155.2% | +118.1% |
| All | +210.6% | +56.8% | +153.8% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling