+354.9%
PWR vs CNH
-14.7%
+369.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.3% |
| 7D | -12.9% | -1.7% | -11.2% | -12.2% |
| 30D | -22.8% | -7.2% | -15.6% | -21.0% |
| 3M | -19.0% | +6.5% | -25.5% | -22.0% |
| 6M | -31.1% | +7.9% | -39.0% | -34.5% |
| YTD | +28.3% | +26.6% | +1.7% | +13.8% |
| 1Y | +22.2% | +13.8% | +8.5% | +12.6% |
| 3Y | +222.2% | +9.2% | +213.0% | +187.6% |
| All | +354.9% | -14.7% | +369.6% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling