+588.2%
PWR vs COMP
-51.7%
+639.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.0% |
| 7D | +4.7% | +2.2% | +2.5% | +4.6% |
| 30D | -12.5% | +16.3% | -28.8% | -14.1% |
| 3M | -9.3% | -19.1% | +9.8% | -7.6% |
| 6M | -22.2% | +17.1% | -39.3% | -24.4% |
| YTD | +44.2% | -2.9% | +47.1% | +41.4% |
| 1Y | +35.5% | +8.8% | +26.7% | +31.1% |
| 3Y | +250.4% | +423.5% | -173.0% | +173.1% |
| 5Y | +425.6% | -10.5% | +436.1% | +376.2% |
| All | +588.2% | -51.7% | +639.9% | +554.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling