+222.1%
PWR vs CL
+38.3%
+183.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.4% | +5.4% |
| 7D | -12.9% | +1.3% | -14.2% | -12.2% |
| 30D | -22.8% | +11.4% | -34.2% | -19.3% |
| 3M | -19.0% | +4.4% | -23.4% | -17.0% |
| 6M | -31.1% | +10.8% | -41.9% | -27.9% |
| YTD | +28.2% | +25.1% | +3.1% | +39.4% |
| 1Y | +22.2% | +28.0% | -5.8% | +33.7% |
| 3Y | +222.1% | +37.6% | +184.5% | +242.1% |
| All | +222.1% | +38.3% | +183.9% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling