+70.3%
PWR vs CP
+19.5%
+50.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.4% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | -4.9% | -0.5% | -4.3% | -4.8% |
| 3M | -7.9% | +1.4% | -9.3% | -8.6% |
| 6M | +18.3% | +10.3% | +8.0% | +13.4% |
| YTD | +51.5% | +24.3% | +27.2% | +44.5% |
| 1Y | +70.3% | +20.4% | +49.9% | +63.6% |
| All | +70.3% | +19.5% | +50.8% | +63.6% |
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