+406.3%
PWR vs CPB
-33.2%
+439.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.7% |
| 7D | -11.2% | +2.9% | -14.1% | -10.5% |
| 30D | -17.4% | +17.6% | -35.0% | -14.1% |
| 3M | -11.7% | +2.0% | -13.8% | -10.3% |
| 6M | -21.7% | +11.6% | -33.3% | -19.1% |
| YTD | +38.3% | -13.8% | +52.0% | +39.1% |
| 1Y | +29.6% | -21.6% | +51.1% | +29.2% |
| 3Y | +236.1% | -35.8% | +272.0% | +225.2% |
| 5Y | +406.3% | -33.3% | +439.6% | +403.0% |
| All | +406.3% | -33.2% | +439.5% | +403.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling