+411.1%
PWR vs CL
+43.4%
+367.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.4% |
| 7D | +11.3% | +3.2% | +8.1% | +11.9% |
| 30D | -8.9% | +8.0% | -16.9% | -7.6% |
| 3M | -10.5% | +7.9% | -18.4% | -9.2% |
| 6M | -22.2% | +14.7% | -36.9% | -20.6% |
| YTD | +42.7% | +29.2% | +13.6% | +46.0% |
| 1Y | +41.1% | +29.5% | +11.6% | +44.4% |
| 3Y | +242.7% | +40.7% | +202.1% | +232.2% |
| All | +411.1% | +43.4% | +367.7% | +383.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling