+1,796.7%
PWR vs CP
+255.2%
+1,541.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -11.2% | +2.8% | -14.0% | -12.8% |
| 30D | -17.4% | +11.0% | -28.4% | -22.6% |
| 3M | -11.7% | +3.8% | -15.6% | -14.3% |
| 6M | -21.7% | +9.5% | -31.2% | -26.9% |
| YTD | +38.3% | +28.2% | +10.1% | +17.1% |
| 1Y | +29.6% | +33.0% | -3.4% | +7.4% |
| 3Y | +236.1% | +35.5% | +200.6% | +167.2% |
| 5Y | +406.3% | +25.8% | +380.6% | +312.1% |
| 10Y | +1,796.7% | +250.7% | +1,546.0% | +706.1% |
| All | +1,796.7% | +255.2% | +1,541.5% | +706.1% |
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