+236.1%
PWR vs CRL
+102.9%
+133.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -11.2% | -1.7% | -9.5% | -10.9% |
| 30D | -17.4% | +14.6% | -32.0% | -19.0% |
| 3M | -11.7% | +24.8% | -36.6% | -14.7% |
| 6M | -21.7% | +94.7% | -116.4% | -30.0% |
| YTD | +38.3% | +73.4% | -35.1% | +25.2% |
| 1Y | +29.6% | +104.7% | -75.1% | +13.5% |
| 3Y | +236.1% | +101.1% | +135.1% | +183.2% |
| All | +236.1% | +102.9% | +133.2% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling