+2,513.0%
PWR vs CG
+282.0%
+2,231.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | -10.5% | -22.1% | +11.6% | -2.2% |
| 6M | -22.2% | -17.9% | -4.2% | -17.1% |
| YTD | +42.7% | -31.3% | +74.0% | +60.8% |
| 1Y | +41.1% | -24.0% | +65.1% | +52.7% |
| 3Y | +242.7% | +45.0% | +197.8% | +178.9% |
| 5Y | +418.5% | -22.6% | +441.2% | +415.9% |
| 10Y | +1,855.0% | +282.1% | +1,572.8% | +967.4% |
| All | +2,513.0% | +282.0% | +2,231.0% | +1,344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling