+8,390.6%
PWR vs COR
+6,928.2%
+1,462.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | +3.6% | +2.8% | +0.8% | +2.8% |
| 30D | -8.6% | +4.5% | -13.1% | -9.8% |
| 3M | -13.2% | +22.7% | -35.8% | -18.4% |
| 6M | +9.9% | -9.7% | +19.6% | +11.4% |
| YTD | +48.0% | -1.4% | +49.5% | +46.4% |
| 1Y | +66.2% | +13.9% | +52.2% | +57.5% |
| 3Y | +195.1% | +94.0% | +101.1% | +137.4% |
| 5Y | +442.6% | +184.0% | +258.5% | +289.8% |
| 10Y | +2,334.2% | +406.8% | +1,927.5% | +1,332.5% |
| All | +8,390.6% | +6,928.2% | +1,462.4% | +2,901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling