+456.7%
PWR vs ECL
+29.5%
+427.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.5% |
| 7D | +4.5% | -0.8% | +5.3% | +4.9% |
| 30D | -4.9% | -2.5% | -2.4% | -4.0% |
| 3M | -7.9% | +8.3% | -16.2% | -12.0% |
| 6M | +18.3% | -1.1% | +19.4% | +17.9% |
| YTD | +51.5% | +6.5% | +45.0% | +45.3% |
| 1Y | +70.3% | +2.1% | +68.2% | +66.3% |
| 3Y | +210.6% | +57.6% | +153.0% | +141.6% |
| 5Y | +456.7% | +28.1% | +428.6% | +381.5% |
| All | +456.7% | +29.5% | +427.2% | +381.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling