+456.7%
PWR vs CMS
+26.5%
+430.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.3% |
| 30D | -4.9% | -3.2% | -1.7% | -4.3% |
| 3M | -7.9% | -2.2% | -5.7% | -8.0% |
| 6M | +18.3% | -9.4% | +27.8% | +20.4% |
| YTD | +51.5% | +0.7% | +50.8% | +50.7% |
| 1Y | +70.3% | +0.4% | +70.0% | +69.3% |
| 3Y | +210.6% | +35.2% | +175.4% | +178.3% |
| 5Y | +456.7% | +24.1% | +432.5% | +382.2% |
| All | +456.7% | +26.5% | +430.2% | +382.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling