+1,850.6%
PWR vs CLF
+80.9%
+1,769.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.8% |
| 7D | +4.7% | +2.3% | +2.4% | +4.4% |
| 30D | -12.5% | +1.9% | -14.4% | -12.9% |
| 3M | -9.3% | +5.9% | -15.2% | -10.8% |
| 6M | -22.2% | +16.9% | -39.1% | -25.8% |
| YTD | +44.2% | -1.1% | +45.2% | +40.0% |
| 1Y | +35.5% | +28.8% | +6.7% | +24.5% |
| 3Y | +250.4% | -20.6% | +271.0% | +231.0% |
| 5Y | +425.6% | -41.5% | +467.1% | +406.9% |
| All | +1,850.6% | +80.9% | +1,769.7% | +1,139.0% |
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