+242.7%
PWR vs COR
+86.2%
+156.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.5% |
| 7D | +11.3% | +7.8% | +3.5% | +11.8% |
| 30D | -8.9% | +7.0% | -15.9% | -8.4% |
| 3M | -10.5% | +16.3% | -26.8% | -9.5% |
| 6M | -22.2% | +41.3% | -63.5% | -21.2% |
| YTD | +42.7% | +7.1% | +35.6% | +46.6% |
| 1Y | +41.1% | -0.8% | +41.9% | +44.0% |
| 3Y | +242.7% | +85.0% | +157.8% | +303.3% |
| All | +242.7% | +86.2% | +156.6% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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