+210.6%
PWR vs COR
+87.4%
+123.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.2% |
| 7D | +4.5% | -1.9% | +6.4% | +4.4% |
| 30D | -4.9% | +1.5% | -6.4% | -4.7% |
| 3M | -7.9% | +18.7% | -26.6% | -7.4% |
| 6M | +18.3% | -9.0% | +27.4% | +20.3% |
| YTD | +51.5% | -3.3% | +54.8% | +54.4% |
| 1Y | +70.3% | +9.8% | +60.5% | +75.5% |
| 3Y | +210.6% | +87.4% | +123.2% | +227.2% |
| All | +210.6% | +87.4% | +123.2% | +227.2% |
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