+451.9%
PWR vs CRL
-37.6%
+489.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.7% | -4.6% | +7.2% | +3.6% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | -9.4% | +46.6% | -56.0% | -17.1% |
| 6M | +10.4% | +57.3% | -46.9% | -1.5% |
| YTD | +48.6% | +39.5% | +9.1% | +35.7% |
| 1Y | +68.0% | +76.9% | -8.8% | +44.0% |
| 3Y | +204.7% | +39.4% | +165.4% | +165.3% |
| 5Y | +451.9% | -37.2% | +489.1% | +516.9% |
| All | +451.9% | -37.6% | +489.6% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling