+250.0%
PWR vs CNP
+63.4%
+186.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.2% |
| 7D | -4.8% | -4.3% | -0.5% | -3.3% |
| 30D | -16.2% | +5.7% | -21.9% | -17.2% |
| 3M | -11.9% | +0.9% | -12.9% | -11.9% |
| 6M | -20.6% | -1.1% | -19.5% | -20.6% |
| YTD | +40.3% | +8.3% | +32.0% | +36.9% |
| 1Y | +33.0% | +5.9% | +27.1% | +30.6% |
| 3Y | +250.0% | +64.6% | +185.4% | +201.7% |
| All | +250.0% | +63.4% | +186.6% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling