+242.7%
PWR vs CLF
-22.9%
+265.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | +11.3% | +10.4% | +0.9% | +9.5% |
| 30D | -8.9% | +0.6% | -9.4% | -8.8% |
| 3M | -10.5% | +4.1% | -14.6% | -11.1% |
| 6M | -22.2% | +15.1% | -37.3% | -24.2% |
| YTD | +42.7% | -4.7% | +47.5% | +41.1% |
| 1Y | +41.1% | +20.4% | +20.8% | +35.1% |
| 3Y | +242.7% | -23.4% | +266.1% | +235.1% |
| All | +242.7% | -22.9% | +265.7% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling