+404.2%
PWR vs CNP
+74.6%
+329.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.2% |
| 7D | -4.8% | -4.3% | -0.5% | -2.6% |
| 30D | -16.2% | +5.7% | -21.9% | -18.0% |
| 3M | -11.9% | +0.9% | -12.9% | -12.0% |
| 6M | -20.6% | -1.1% | -19.5% | -20.5% |
| YTD | +40.3% | +8.3% | +32.0% | +34.9% |
| 1Y | +33.0% | +5.9% | +27.1% | +29.0% |
| 3Y | +250.0% | +64.6% | +185.4% | +168.3% |
| 5Y | +404.2% | +74.6% | +329.6% | +259.6% |
| All | +404.2% | +74.6% | +329.6% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling