+242.7%
PWR vs CRS
+343.5%
-100.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | +11.3% | +4.8% | +6.5% | +9.5% |
| 30D | -8.9% | -23.2% | +14.3% | -0.3% |
| 3M | -10.5% | -45.5% | +35.0% | +10.3% |
| 6M | -22.2% | -33.1% | +10.9% | -11.3% |
| YTD | +42.7% | -7.2% | +50.0% | +44.7% |
| 1Y | +41.1% | -10.0% | +51.1% | +44.3% |
| 3Y | +242.7% | +332.3% | -89.6% | +139.9% |
| All | +242.7% | +343.5% | -100.7% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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