+58.7%
PWR vs CPB
-33.6%
+92.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -2.9% |
| 7D | -0.2% | -5.4% | +5.2% | -2.2% |
| 30D | -7.7% | -7.8% | +0.1% | -10.2% |
| 3M | -4.9% | -6.9% | +2.0% | -6.0% |
| 6M | +9.7% | -12.2% | +21.9% | +6.9% |
| YTD | +46.7% | -21.1% | +67.8% | +40.7% |
| 1Y | +58.7% | -33.5% | +92.2% | +49.7% |
| All | +58.7% | -33.6% | +92.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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