+5,512.5%
PWR vs CSGP
+3,461.1%
+2,051.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -11.9% |
| 7D | -19.9% | +13.9% | -33.8% | -22.9% |
| 30D | -29.3% | +16.0% | -45.3% | -33.2% |
| 3M | -25.5% | +6.1% | -31.6% | -28.4% |
| 6M | -34.0% | -8.2% | -25.8% | -35.1% |
| YTD | +20.7% | -52.3% | +73.0% | +41.1% |
| 1Y | +12.3% | -54.5% | +66.8% | +32.9% |
| 3Y | +201.9% | -58.6% | +260.5% | +260.2% |
| 5Y | +336.8% | -61.5% | +398.3% | +422.0% |
| 10Y | +1,748.9% | +74.7% | +1,674.2% | +1,281.8% |
| All | +5,512.5% | +3,461.1% | +2,051.4% | +1,956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling