+2,425.3%
PWR vs ECL
+149.7%
+2,275.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.7% |
| 7D | +2.7% | -2.7% | +5.4% | +4.3% |
| 30D | -5.1% | -4.3% | -0.8% | -3.0% |
| 3M | -9.4% | +3.2% | -12.6% | -11.9% |
| 6M | +10.4% | -2.9% | +13.3% | +11.0% |
| YTD | +48.6% | +4.3% | +44.4% | +42.8% |
| 1Y | +68.0% | +1.6% | +66.4% | +63.2% |
| 3Y | +204.7% | +54.3% | +150.5% | +125.7% |
| 5Y | +451.9% | +26.5% | +425.4% | +354.3% |
| 10Y | +2,425.3% | +155.6% | +2,269.8% | +1,045.1% |
| All | +2,425.3% | +149.7% | +2,275.7% | +1,045.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling