+8,390.6%
PWR vs CI
+1,674.7%
+6,716.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.1% |
| 30D | -8.6% | +4.4% | -13.0% | -10.1% |
| 3M | -13.2% | +0.7% | -13.8% | -14.1% |
| 6M | +9.9% | +0.3% | +9.6% | +8.4% |
| YTD | +48.0% | +3.8% | +44.2% | +44.0% |
| 1Y | +66.2% | -5.5% | +71.7% | +64.6% |
| 3Y | +195.1% | +8.1% | +187.0% | +166.5% |
| 5Y | +442.6% | +42.8% | +399.8% | +331.5% |
| 10Y | +2,334.2% | +143.9% | +2,190.3% | +1,403.2% |
| All | +8,390.6% | +1,674.7% | +6,716.0% | +2,117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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