+1,844.9%
PWR vs CSGP
+61.2%
+1,783.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +19.1% | -6.1% | +25.2% | +20.7% |
| 30D | -12.0% | +0.3% | -12.3% | -13.4% |
| 3M | -10.6% | -1.3% | -9.3% | -12.3% |
| 6M | -20.8% | -8.9% | -11.9% | -21.7% |
| YTD | +43.7% | -55.2% | +99.0% | +75.8% |
| 1Y | +35.0% | -56.4% | +91.4% | +66.3% |
| 3Y | +249.4% | -62.2% | +311.6% | +340.8% |
| 5Y | +422.1% | -63.7% | +485.8% | +547.2% |
| All | +1,844.9% | +61.2% | +1,783.7% | +1,418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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