+31.4%
PWR vs CL
+27.9%
+3.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +7.9% | +10.2% |
| 7D | -4.8% | +0.5% | -5.3% | -4.1% |
| 30D | -16.2% | +11.6% | -27.8% | -10.5% |
| 3M | -11.9% | +5.6% | -17.6% | -8.2% |
| 6M | -20.6% | +13.2% | -33.7% | -14.7% |
| YTD | +40.3% | +26.9% | +13.3% | +64.7% |
| All | +31.4% | +27.9% | +3.5% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling