+446.0%
PWR vs CL
+28.4%
+417.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.6% |
| 7D | +3.6% | -2.2% | +5.8% | +3.4% |
| 30D | -8.6% | -4.8% | -3.7% | -9.0% |
| 3M | -13.2% | +4.9% | -18.1% | -13.1% |
| 6M | +9.9% | -5.7% | +15.6% | +9.5% |
| YTD | +48.0% | +14.4% | +33.7% | +48.4% |
| 1Y | +66.2% | +8.7% | +57.4% | +67.0% |
| 3Y | +195.1% | +30.0% | +165.1% | +176.7% |
| All | +446.0% | +28.4% | +417.7% | +404.6% |
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 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