+2,393.1%
PWR vs CRL
+249.3%
+2,143.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -0.2% | -6.9% | +6.7% | +1.9% |
| 30D | -7.7% | -3.2% | -4.5% | -7.0% |
| 3M | -4.9% | +46.5% | -51.5% | -16.0% |
| 6M | +9.7% | +63.1% | -53.4% | -7.4% |
| YTD | +46.7% | +36.9% | +9.8% | +29.8% |
| 1Y | +58.7% | +78.1% | -19.4% | +28.0% |
| 3Y | +200.7% | +36.7% | +164.0% | +148.5% |
| 5Y | +438.6% | -38.1% | +476.6% | +492.8% |
| All | +2,393.1% | +249.3% | +2,143.8% | +1,211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling