+1,865.8%
PWR vs CMS
+127.7%
+1,738.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.8% | +9.2% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | -16.2% | +7.1% | -23.3% | -18.1% |
| 3M | -11.9% | -1.3% | -10.7% | -11.8% |
| 6M | -20.6% | -2.7% | -17.9% | -20.5% |
| YTD | +40.3% | +2.6% | +37.6% | +38.2% |
| 1Y | +33.0% | -2.0% | +35.0% | +32.9% |
| 3Y | +250.0% | +39.6% | +210.4% | +203.8% |
| 5Y | +404.2% | +35.3% | +368.8% | +336.8% |
| 10Y | +1,865.8% | +132.3% | +1,733.5% | +1,687.8% |
| All | +1,865.8% | +127.7% | +1,738.1% | +1,687.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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