+236.1%
PWR vs CPB
-36.1%
+272.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.8% |
| 7D | -11.2% | +2.9% | -14.1% | -10.1% |
| 30D | -17.4% | +17.6% | -35.0% | -12.4% |
| 3M | -11.7% | +2.0% | -13.8% | -9.7% |
| 6M | -21.7% | +11.6% | -33.3% | -17.6% |
| YTD | +38.3% | -13.8% | +52.0% | +38.3% |
| 1Y | +29.6% | -21.6% | +51.1% | +27.3% |
| 3Y | +236.1% | -35.8% | +272.0% | +209.8% |
| All | +236.1% | -36.1% | +272.2% | +209.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling