+1,831.6%
PWR vs CL
+88.0%
+1,743.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +11.3% | +3.2% | +8.1% | +10.8% |
| 30D | -8.9% | +8.0% | -16.9% | -10.2% |
| 3M | -10.5% | +7.9% | -18.4% | -11.8% |
| 6M | -22.2% | +14.7% | -36.9% | -24.7% |
| YTD | +42.7% | +29.2% | +13.6% | +33.6% |
| 1Y | +41.1% | +29.5% | +11.6% | +31.8% |
| 3Y | +242.7% | +40.7% | +202.1% | +200.1% |
| 5Y | +418.5% | +43.9% | +374.7% | +344.6% |
| All | +1,831.6% | +88.0% | +1,743.6% | +1,411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling