+22.2%
PWR vs CSGP
-56.4%
+78.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +10.9% | +4.9% |
| 7D | -12.9% | +1.3% | -14.1% | -12.4% |
| 30D | -22.8% | +10.7% | -33.5% | -20.2% |
| 3M | -19.0% | +3.3% | -22.3% | -17.3% |
| 6M | -31.1% | -10.3% | -20.8% | -30.0% |
| YTD | +28.2% | -54.6% | +82.8% | +24.4% |
| 1Y | +22.2% | -54.6% | +76.8% | +19.3% |
| All | +22.2% | -56.4% | +78.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling