+2,393.1%
PWR vs CLF
+128.8%
+2,264.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.9% |
| 7D | -0.2% | -3.7% | +3.4% | +0.5% |
| 30D | -7.7% | -4.7% | -3.1% | -7.0% |
| 3M | -4.9% | -4.7% | -0.3% | -4.8% |
| 6M | +9.7% | +24.0% | -14.3% | +3.3% |
| YTD | +46.7% | -10.9% | +57.6% | +46.0% |
| 1Y | +58.7% | +4.0% | +54.7% | +50.5% |
| 3Y | +200.7% | -16.9% | +217.6% | +180.9% |
| 5Y | +438.6% | -49.3% | +487.9% | +433.4% |
| All | +2,393.1% | +128.8% | +2,264.3% | +1,383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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