+354.9%
PWR vs CP
+24.4%
+330.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.0% |
| 7D | -12.9% | +2.8% | -15.6% | -14.1% |
| 30D | -22.8% | +10.2% | -33.1% | -26.5% |
| 3M | -19.0% | +2.4% | -21.3% | -20.3% |
| 6M | -31.1% | +7.7% | -38.8% | -34.3% |
| YTD | +28.3% | +26.0% | +2.3% | +13.0% |
| 1Y | +22.2% | +34.6% | -12.4% | +4.1% |
| 3Y | +222.2% | +26.7% | +195.5% | +175.9% |
| All | +354.9% | +24.4% | +330.6% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling