+446.0%
PWR vs CSGP
-64.7%
+510.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.2% |
| 7D | +3.6% | -4.1% | +7.7% | +4.5% |
| 30D | -8.6% | +2.3% | -10.9% | -9.4% |
| 3M | -13.2% | -8.2% | -5.0% | -12.3% |
| 6M | +9.9% | -35.1% | +45.0% | +21.8% |
| YTD | +48.0% | -54.0% | +102.1% | +81.0% |
| 1Y | +66.2% | -65.3% | +131.5% | +123.9% |
| 3Y | +195.1% | -62.6% | +257.7% | +275.7% |
| All | +446.0% | -64.7% | +510.7% | +567.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling