+404.2%
PWR vs CSGP
-62.4%
+466.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +9.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -16.2% | +5.3% | -21.5% | -17.8% |
| 3M | -11.9% | +3.3% | -15.3% | -13.9% |
| 6M | -20.6% | -4.7% | -15.9% | -21.6% |
| YTD | +40.3% | -53.5% | +93.8% | +69.4% |
| 1Y | +33.0% | -53.7% | +86.7% | +60.5% |
| 3Y | +250.0% | -59.7% | +309.7% | +329.9% |
| 5Y | +404.2% | -62.5% | +466.6% | +575.0% |
| All | +404.2% | -62.4% | +466.6% | +575.0% |
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