+354.9%
PWR vs COMP
-17.6%
+372.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.7% | -4.5% | +5.1% |
| 7D | -12.9% | +13.4% | -26.3% | -14.1% |
| 30D | -22.8% | +11.1% | -33.9% | -23.9% |
| 3M | -19.0% | -18.8% | -0.2% | -17.6% |
| 6M | -31.1% | +10.5% | -41.6% | -32.6% |
| YTD | +28.2% | -3.4% | +31.6% | +25.8% |
| 1Y | +22.2% | +19.7% | +2.5% | +16.9% |
| 3Y | +222.1% | +381.6% | -159.5% | +153.1% |
| All | +354.9% | -17.6% | +372.4% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling