+476.2%
PWR vs COMP
-56.6%
+532.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -8.2% | -4.1% | -11.4% |
| 7D | -19.9% | -1.8% | -18.0% | -19.7% |
| 30D | -29.3% | -0.8% | -28.5% | -29.4% |
| 3M | -25.5% | -28.1% | +2.7% | -23.1% |
| 6M | -34.0% | +27.0% | -61.0% | -36.7% |
| YTD | +20.7% | -12.8% | +33.5% | +19.7% |
| 1Y | +12.3% | +4.9% | +7.4% | +9.0% |
| 3Y | +201.9% | +321.0% | -119.1% | +140.7% |
| 5Y | +336.8% | -25.6% | +362.3% | +303.7% |
| All | +476.2% | -56.6% | +532.8% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling