+35.5%
PWR vs CRL
+101.9%
-66.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | +4.7% | +5.0% | -0.3% | +4.0% |
| 30D | -12.5% | +13.5% | -26.0% | -12.9% |
| 3M | -9.3% | +21.5% | -30.8% | -10.2% |
| 6M | -22.2% | +103.4% | -125.6% | -25.5% |
| YTD | +44.2% | +71.8% | -27.6% | +35.8% |
| 1Y | +35.5% | +97.5% | -62.0% | +22.8% |
| All | +35.5% | +101.9% | -66.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling