+66.2%
PWR vs CNH
+29.2%
+36.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.1% |
| 7D | +3.6% | +23.3% | -19.7% | -0.9% |
| 30D | -8.6% | +33.5% | -42.0% | -14.2% |
| 3M | -13.2% | +32.7% | -45.9% | -18.7% |
| 6M | +9.9% | +22.2% | -12.3% | +3.0% |
| YTD | +48.0% | +57.7% | -9.7% | +36.1% |
| 1Y | +66.2% | +28.0% | +38.2% | +58.9% |
| All | +66.2% | +29.2% | +36.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling