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  • PWR vs CP✓SelectedUSD · CPPWR vs CP performance historyLatest closeAs of+2.34%09/08
Stock and ETF performance explorer

PWR vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,396.1%
CP return
+219.6%
Excess return
+2,176.4%
Maximum drawdown
-45.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+2.3%-0.5%+2.9%+2.6%
7D+4.5%+2.4%+2.1%+3.1%
30D-4.9%-0.5%-4.3%-4.8%
3M-7.9%+1.4%-9.3%-9.4%
6M+18.3%+10.3%+8.0%+10.7%
YTD+51.5%+24.3%+27.2%+31.5%
1Y+70.3%+20.4%+49.9%+50.2%
3Y+210.6%+21.8%+188.8%+165.3%
5Y+456.7%+31.5%+425.2%+341.3%
10Y+2,396.1%+223.2%+2,172.9%+1,026.9%
All+2,396.1%+219.6%+2,176.4%+1,026.9%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling