+200.1%
PWR vs COMP
+215.9%
-15.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +3.6% | +1.4% | +2.2% | +3.4% |
| 30D | -8.6% | -13.3% | +4.8% | -7.2% |
| 3M | -13.2% | +41.1% | -54.3% | -17.3% |
| 6M | +9.9% | +17.2% | -7.3% | +6.1% |
| YTD | +48.0% | +5.2% | +42.8% | +44.0% |
| 1Y | +66.2% | +18.9% | +47.2% | +58.3% |
| All | +200.1% | +215.9% | -15.8% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling