+32.4%
PWR vs COMP
+23.8%
+8.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +7.7% | -19.4% | -12.0% |
| 7D | -4.4% | +9.5% | -13.8% | -4.8% |
| 30D | -15.1% | +8.1% | -23.1% | -15.5% |
| 3M | -16.2% | -16.3% | +0.1% | -15.2% |
| 6M | -23.3% | +42.2% | -65.6% | -27.2% |
| YTD | +37.6% | -5.0% | +42.6% | +32.5% |
| 1Y | +32.4% | +20.1% | +12.3% | +22.1% |
| All | +32.4% | +23.8% | +8.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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