+1,865.8%
PWR vs CLF
+92.7%
+1,773.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.0% | +2.4% | +7.9% |
| 7D | -4.8% | -14.1% | +9.3% | -1.4% |
| 30D | -16.2% | -5.5% | -10.7% | -15.2% |
| 3M | -11.9% | 0.0% | -11.9% | -12.3% |
| 6M | -20.6% | +11.3% | -31.8% | -23.4% |
| YTD | +40.3% | -7.7% | +47.9% | +38.2% |
| 1Y | +33.0% | +17.5% | +15.5% | +24.6% |
| 3Y | +250.0% | -25.4% | +275.4% | +235.0% |
| 5Y | +404.2% | -46.0% | +450.1% | +394.4% |
| 10Y | +1,865.8% | +80.1% | +1,785.8% | +1,171.8% |
| All | +1,865.8% | +92.7% | +1,773.2% | +1,171.8% |
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