+425.6%
PWR vs COR
+197.2%
+228.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | +4.7% | -1.2% | +5.9% | +4.9% |
| 30D | -12.5% | +7.6% | -20.1% | -13.1% |
| 3M | -9.3% | +5.0% | -14.3% | -9.8% |
| 6M | -22.2% | +35.3% | -57.5% | -25.4% |
| YTD | +44.2% | +4.2% | +39.9% | +44.7% |
| 1Y | +35.5% | -3.4% | +39.0% | +37.8% |
| 3Y | +250.4% | +81.1% | +169.3% | +197.6% |
| 5Y | +425.6% | +195.8% | +229.8% | +252.1% |
| All | +425.6% | +197.2% | +228.4% | +252.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling