+560.2%
PWR vs COMP
-53.0%
+613.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | -0.6% |
| 7D | -11.2% | +7.2% | -18.4% | -11.9% |
| 30D | -17.4% | +6.4% | -23.8% | -18.1% |
| 3M | -11.7% | -19.4% | +7.7% | -10.1% |
| 6M | -21.7% | +14.6% | -36.3% | -23.8% |
| YTD | +38.3% | -5.5% | +43.8% | +36.0% |
| 1Y | +29.6% | +13.7% | +15.9% | +24.7% |
| 3Y | +236.1% | +409.7% | -173.6% | +162.7% |
| 5Y | +406.3% | -17.0% | +423.4% | +362.6% |
| All | +560.2% | -53.0% | +613.1% | +529.5% |
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