+32.4%
PWR vs ECL
+23.8%
+8.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.4% | -15.0% | -11.7% |
| 7D | -4.4% | +7.7% | -12.1% | -4.9% |
| 30D | -15.1% | +13.7% | -28.8% | -16.1% |
| 3M | -16.2% | +11.6% | -27.8% | -17.1% |
| 6M | -23.3% | +23.9% | -47.3% | -27.2% |
| YTD | +37.6% | +21.0% | +16.6% | +32.0% |
| 1Y | +32.4% | +23.1% | +9.3% | +26.1% |
| All | +32.4% | +23.8% | +8.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling