+606.7%
PWR vs COMP
-47.7%
+654.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -13.2% | +41.1% | -54.3% | -16.9% |
| 6M | +9.9% | +17.2% | -7.3% | +6.4% |
| YTD | +48.0% | +5.2% | +42.8% | +44.4% |
| 1Y | +66.2% | +18.9% | +47.2% | +59.1% |
| 3Y | +195.1% | +215.9% | -20.8% | +142.9% |
| 5Y | +442.6% | -31.2% | +473.7% | +406.5% |
| All | +606.7% | -47.7% | +654.4% | +568.3% |
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