+32.4%
PWR vs CP
+35.2%
-2.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.5% | -15.1% | -11.7% |
| 7D | -4.4% | +5.6% | -9.9% | -4.6% |
| 30D | -15.1% | +10.0% | -25.1% | -15.9% |
| 3M | -16.2% | +4.4% | -20.6% | -16.3% |
| 6M | -23.3% | +14.1% | -37.4% | -26.6% |
| YTD | +37.6% | +29.1% | +8.6% | +31.1% |
| 1Y | +32.4% | +34.6% | -2.1% | +23.6% |
| All | +32.4% | +35.2% | -2.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling