+1,827.1%
PWR vs CL
+74.1%
+1,753.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.4% | +6.6% |
| 7D | -12.9% | +1.3% | -14.2% | -13.1% |
| 30D | -22.8% | +11.4% | -34.2% | -24.4% |
| 3M | -19.0% | +4.4% | -23.4% | -19.8% |
| 6M | -31.1% | +10.8% | -41.9% | -32.9% |
| YTD | +28.3% | +25.1% | +3.1% | +20.8% |
| 1Y | +22.2% | +28.0% | -5.7% | +14.3% |
| 3Y | +222.2% | +37.6% | +184.6% | +183.4% |
| 5Y | +364.2% | +39.7% | +324.4% | +301.2% |
| All | +1,827.1% | +74.1% | +1,753.0% | +1,396.0% |
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