+446.0%
PWR vs CLF
-47.7%
+493.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | +3.6% | +7.6% | -4.0% | +2.2% |
| 30D | -8.6% | -1.2% | -7.4% | -8.5% |
| 3M | -13.2% | -13.4% | +0.2% | -11.5% |
| 6M | +9.9% | +15.4% | -5.5% | +5.7% |
| YTD | +48.0% | -5.9% | +53.9% | +46.2% |
| 1Y | +66.2% | +18.8% | +47.3% | +54.8% |
| 3Y | +195.1% | -19.4% | +214.5% | +182.2% |
| All | +446.0% | -47.7% | +493.8% | +438.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling