+404.2%
PWR vs EAT
+349.7%
+54.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.7% |
| 7D | -11.2% | -5.9% | -5.3% | -10.4% |
| 30D | -17.4% | +0.7% | -18.1% | -17.8% |
| 3M | -11.7% | -14.2% | +2.5% | -10.0% |
| 6M | -21.7% | +40.7% | -62.4% | -27.7% |
| YTD | +38.3% | +36.0% | +2.3% | +27.5% |
| 1Y | +29.6% | +83.1% | -53.5% | +12.3% |
| 3Y | +236.1% | +474.8% | -238.7% | +121.8% |
| All | +404.2% | +349.7% | +54.5% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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