+2,538.7%
PWR vs CG
+295.0%
+2,243.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.8% |
| 7D | +4.7% | -3.8% | +8.6% | +6.6% |
| 30D | -12.5% | +7.5% | -20.0% | -15.1% |
| 3M | -9.3% | -14.4% | +5.0% | -4.6% |
| 6M | -22.2% | -15.7% | -6.5% | -17.9% |
| YTD | +44.2% | -29.0% | +73.1% | +60.4% |
| 1Y | +35.5% | -22.1% | +57.6% | +45.4% |
| 3Y | +250.4% | +49.1% | +201.3% | +182.2% |
| 5Y | +425.6% | -18.4% | +444.0% | +412.6% |
| 10Y | +1,874.2% | +295.1% | +1,579.1% | +964.8% |
| All | +2,538.7% | +295.0% | +2,243.8% | +1,340.7% |
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 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