+411.1%
PWR vs CSGP
-62.5%
+473.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.1% |
| 7D | +11.3% | +1.3% | +10.0% | +11.1% |
| 30D | -8.9% | +2.8% | -11.7% | -10.2% |
| 3M | -10.5% | -6.3% | -4.2% | -10.6% |
| 6M | -22.2% | -3.2% | -19.0% | -23.6% |
| YTD | +42.7% | -54.0% | +96.7% | +72.6% |
| 1Y | +41.1% | -54.8% | +95.9% | +71.4% |
| 3Y | +242.7% | -60.6% | +303.3% | +323.5% |
| All | +411.1% | -62.5% | +473.6% | +590.3% |
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 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