+354.9%
PWR vs CSGP
-63.4%
+418.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +10.9% | +6.9% |
| 7D | -12.9% | +1.3% | -14.1% | -13.2% |
| 30D | -22.8% | +10.7% | -33.5% | -25.2% |
| 3M | -19.0% | +3.3% | -22.3% | -20.9% |
| 6M | -31.1% | -10.3% | -20.8% | -31.1% |
| YTD | +28.2% | -54.6% | +82.8% | +55.4% |
| 1Y | +22.2% | -54.6% | +76.8% | +47.8% |
| 3Y | +222.1% | -60.3% | +282.5% | +295.5% |
| All | +354.9% | -63.4% | +418.3% | +508.6% |
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